+163.6%
SYF vs VLTO
+56.3%
+107.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -4.2% | +1.6% | -5.8% | -4.9% |
| 30D | -1.1% | +22.0% | -23.0% | -10.0% |
| 3M | -7.9% | +21.9% | -29.8% | -16.3% |
| 6M | -1.1% | +36.5% | -37.6% | -15.3% |
| YTD | -12.6% | +19.0% | -31.6% | -19.8% |
| 1Y | -2.4% | +21.0% | -23.4% | -11.4% |
| 3Y | +156.6% | +69.9% | +86.7% | +98.9% |
| All | +163.6% | +56.3% | +107.3% | +111.7% |
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