+169.2%
SYF vs VLTO
+56.1%
+113.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -4.3% | +2.0% | -6.3% | -5.1% |
| 30D | +1.0% | +21.8% | -20.8% | -8.0% |
| 3M | -6.4% | +20.2% | -26.6% | -14.3% |
| 6M | +1.0% | +36.3% | -35.3% | -13.4% |
| YTD | -10.7% | +18.8% | -29.6% | -18.1% |
| 1Y | +1.8% | +20.4% | -18.6% | -7.5% |
| 3Y | +165.8% | +71.9% | +93.9% | +104.9% |
| All | +169.2% | +56.1% | +113.1% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling