+268.7%
SYF vs VSH
+170.8%
+97.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +2.6% | +6.2% | -3.6% | -0.3% |
| 30D | 0.0% | -11.1% | +11.2% | +5.1% |
| 3M | +11.9% | -44.9% | +56.8% | +40.8% |
| 6M | +18.9% | +90.0% | -71.0% | -27.4% |
| YTD | -4.6% | +118.8% | -123.4% | -47.1% |
| 1Y | +6.4% | +109.0% | -102.6% | -40.6% |
| 3Y | +167.2% | +35.6% | +131.5% | +79.6% |
| 5Y | +92.3% | +66.7% | +25.6% | +9.7% |
| All | +268.7% | +170.8% | +97.9% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling