-1.2%
SYF vs VMC
-4.4%
+3.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | -3.3% | -1.7% | -1.6% | -2.6% |
| 30D | -2.2% | +15.3% | -17.4% | -8.4% |
| 3M | -9.3% | +0.3% | -9.6% | -9.8% |
| 6M | +2.1% | +0.9% | +1.2% | +1.6% |
| YTD | -12.6% | -1.0% | -11.6% | -16.8% |
| All | -1.2% | -4.4% | +3.2% | -6.6% |
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