+305.8%
SYF vs VSH
+124.3%
+181.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +13.4% | -14.2% | -6.5% |
| 7D | -4.3% | +3.5% | -7.7% | -7.1% |
| 30D | +1.0% | -22.4% | +23.4% | +9.8% |
| 3M | -6.4% | -25.2% | +18.8% | +1.7% |
| 6M | +1.0% | -22.5% | +23.5% | -2.5% |
| YTD | -10.7% | +84.2% | -94.9% | -47.7% |
| 1Y | +1.8% | +87.1% | -85.3% | -41.1% |
| 3Y | +165.8% | +31.7% | +134.2% | +72.4% |
| 5Y | +65.9% | +42.6% | +23.3% | -0.2% |
| 10Y | +206.0% | +116.6% | +89.4% | +40.3% |
| All | +305.8% | +124.3% | +181.5% | +72.9% |
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 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