+5.7%
SYF vs VMC
-8.5%
+14.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +2.4% | -4.3% | +6.7% | +4.4% |
| 30D | +0.8% | -8.2% | +9.1% | +4.6% |
| 3M | +13.4% | -7.0% | +20.4% | +17.3% |
| 6M | +16.3% | -10.8% | +27.1% | +21.2% |
| YTD | -3.0% | -7.4% | +4.4% | -2.8% |
| 1Y | +5.7% | -9.5% | +15.2% | +7.8% |
| All | +5.7% | -8.5% | +14.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling