+78.2%
SYF vs VIVK
-100.0%
+178.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.5% |
| 7D | -5.5% | -9.5% | +3.9% | -5.5% |
| 30D | -3.9% | -35.1% | +31.3% | -4.0% |
| 3M | +8.9% | -93.4% | +102.3% | +8.7% |
| 6M | +16.2% | -98.0% | +114.2% | +16.0% |
| YTD | -8.4% | -97.9% | +89.4% | -8.8% |
| 1Y | +2.6% | -100.0% | +102.6% | +2.7% |
| 3Y | +156.4% | -100.0% | +256.3% | +155.7% |
| 5Y | +78.2% | -100.0% | +178.2% | +78.4% |
| All | +78.2% | -100.0% | +178.2% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling