+163.3%
SYF vs VO
+60.2%
+103.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.2% |
| 7D | -2.1% | -2.6% | +0.4% | +1.7% |
| 30D | +2.5% | -0.9% | +3.5% | +3.8% |
| 3M | -6.3% | -3.0% | -3.3% | -1.8% |
| 6M | -1.5% | +2.2% | -3.7% | -4.9% |
| YTD | -10.5% | +10.6% | -21.1% | -24.0% |
| 1Y | +1.5% | +12.5% | -11.0% | -16.2% |
| 3Y | +163.3% | +61.4% | +101.9% | +39.0% |
| All | +163.3% | +60.2% | +103.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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