+95.5%
SYF vs VSH
+67.2%
+28.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.5% |
| 7D | +2.4% | +4.1% | -1.7% | +0.9% |
| 30D | +0.8% | -4.2% | +5.0% | +1.8% |
| 3M | +13.4% | -50.0% | +63.4% | +41.0% |
| 6M | +16.3% | +80.2% | -63.8% | -21.3% |
| YTD | -3.0% | +121.1% | -124.1% | -41.4% |
| 1Y | +5.7% | +112.0% | -106.3% | -35.8% |
| 3Y | +160.1% | +22.5% | +137.6% | +100.6% |
| All | +95.5% | +67.2% | +28.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling