+297.4%
SYF vs VSAT
+27.0%
+270.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.7% | -2.2% |
| 7D | -4.2% | -0.5% | -3.7% | -4.8% |
| 30D | -1.1% | +4.0% | -5.0% | -3.2% |
| 3M | -7.9% | -11.8% | +3.9% | -7.0% |
| 6M | -1.1% | +6.9% | -8.0% | -7.4% |
| YTD | -12.6% | +117.2% | -129.8% | -33.1% |
| 1Y | -2.4% | +102.4% | -104.8% | -24.6% |
| 3Y | +156.6% | +295.5% | -138.8% | +35.2% |
| 5Y | +61.9% | +37.0% | +24.9% | +11.1% |
| 10Y | +186.5% | -6.0% | +192.5% | +87.8% |
| All | +297.4% | +27.0% | +270.4% | +136.2% |
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