+169.9%
SYF vs VLTO
+54.8%
+115.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -2.1% | +5.4% | -7.5% | -4.4% |
| 30D | +2.5% | +22.3% | -19.8% | -6.8% |
| 3M | -6.3% | +19.6% | -25.9% | -14.0% |
| 6M | -1.5% | +35.2% | -36.6% | -15.2% |
| YTD | -10.5% | +17.9% | -28.4% | -17.5% |
| 1Y | +1.5% | +19.5% | -18.0% | -7.4% |
| 3Y | +163.3% | +73.9% | +89.4% | +101.7% |
| All | +169.9% | +54.8% | +115.1% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling