+297.4%
SYF vs VSH
+127.5%
+169.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.7% |
| 7D | -4.2% | -1.6% | -2.6% | -4.8% |
| 30D | -1.1% | -21.3% | +20.2% | +6.8% |
| 3M | -7.9% | -18.9% | +11.0% | -3.4% |
| 6M | -1.1% | -21.4% | +20.3% | -5.1% |
| YTD | -12.6% | +86.8% | -99.4% | -49.1% |
| 1Y | -2.4% | +85.8% | -88.1% | -43.2% |
| 3Y | +156.6% | +30.1% | +126.5% | +68.0% |
| 5Y | +61.9% | +42.8% | +19.1% | -2.5% |
| 10Y | +186.5% | +121.2% | +65.2% | +30.2% |
| All | +297.4% | +127.5% | +169.8% | +68.3% |
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