+306.8%
SYF vs VMC
+383.8%
-77.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | +0.2% |
| 7D | -2.1% | +0.5% | -2.7% | -2.6% |
| 30D | +2.5% | +15.8% | -13.3% | -6.7% |
| 3M | -6.3% | +0.6% | -6.8% | -7.1% |
| 6M | -1.5% | -4.0% | +2.6% | +0.2% |
| YTD | -10.5% | -0.3% | -10.2% | -12.2% |
| 1Y | +1.5% | -0.5% | +2.0% | -0.3% |
| 3Y | +163.3% | +39.6% | +123.7% | +106.0% |
| 5Y | +66.8% | +50.1% | +16.7% | +22.9% |
| 10Y | +228.5% | +164.4% | +64.1% | +70.4% |
| All | +306.8% | +383.8% | -77.0% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling