+299.1%
SYF vs VSAT
+27.4%
+271.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -3.6% | +12.5% | -16.0% | -6.6% |
| 30D | -1.7% | +11.0% | -12.8% | -5.2% |
| 3M | -7.8% | -11.1% | +3.3% | -7.1% |
| 6M | +3.4% | +2.8% | +0.6% | -2.2% |
| YTD | -12.2% | +118.0% | -130.2% | -32.9% |
| 1Y | -1.6% | +97.1% | -98.7% | -23.5% |
| 3Y | +157.8% | +296.8% | -139.1% | +35.7% |
| 5Y | +61.9% | +38.7% | +23.2% | +10.5% |
| 10Y | +180.0% | -7.4% | +187.5% | +84.4% |
| All | +299.1% | +27.4% | +271.7% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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