+340.9%
SYF vs VSH
+169.2%
+171.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.9% |
| 7D | +2.4% | +4.1% | -1.7% | +0.5% |
| 30D | +0.8% | -4.2% | +5.0% | +2.0% |
| 3M | +13.4% | -50.0% | +63.4% | +48.5% |
| 6M | +16.3% | +80.2% | -63.8% | -25.6% |
| YTD | -3.0% | +121.1% | -124.1% | -45.3% |
| 1Y | +5.7% | +112.0% | -106.3% | -40.1% |
| 3Y | +160.1% | +22.5% | +137.6% | +88.3% |
| 5Y | +88.5% | +64.0% | +24.5% | +11.6% |
| 10Y | +263.1% | +170.4% | +92.7% | +57.6% |
| All | +340.9% | +169.2% | +171.7% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling