+164.4%
SYF vs VLTO
+68.7%
+95.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -3.8% | +12.0% | -15.8% | -8.7% |
| 30D | +2.6% | +20.8% | -18.2% | -6.1% |
| 3M | -6.5% | +20.1% | -26.7% | -14.4% |
| 6M | +0.8% | +32.6% | -31.8% | -12.4% |
| YTD | -10.1% | +17.3% | -27.4% | -16.9% |
| 1Y | +0.8% | +17.3% | -16.5% | -6.9% |
| All | +164.4% | +68.7% | +95.8% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling