+305.8%
SYF vs VO
+238.8%
+67.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -4.5% |
| 7D | -4.3% | -0.1% | -4.1% | -4.4% |
| 30D | +1.0% | +0.5% | +0.5% | 0.0% |
| 3M | -6.4% | -1.0% | -5.4% | -5.3% |
| 6M | +1.0% | +6.4% | -5.4% | -7.4% |
| YTD | -10.7% | +13.6% | -24.3% | -25.2% |
| 1Y | +1.8% | +14.5% | -12.7% | -15.5% |
| 3Y | +165.8% | +67.2% | +98.6% | +35.8% |
| 5Y | +65.9% | +36.1% | +29.8% | +13.5% |
| 10Y | +206.0% | +199.3% | +6.7% | -14.1% |
| All | +305.8% | +238.8% | +67.0% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling