+174.7%
SYF vs VSH
+34.1%
+140.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.2% |
| 7D | +2.4% | +4.1% | -1.7% | +1.2% |
| 30D | +0.8% | -4.2% | +5.0% | +1.6% |
| 3M | +13.4% | -50.0% | +63.4% | +36.2% |
| 6M | +16.3% | +80.2% | -63.8% | -17.5% |
| YTD | -3.0% | +121.1% | -124.1% | -37.9% |
| 1Y | +5.7% | +112.0% | -106.3% | -32.0% |
| All | +174.7% | +34.1% | +140.7% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling