+72.9%
SYF vs VSXY
+93.0%
-20.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.5% |
| 7D | -2.0% | -1.7% | -0.3% | -1.7% |
| 30D | +1.2% | +20.1% | -18.9% | -2.8% |
| 3M | -9.4% | +16.6% | -26.0% | -13.0% |
| 6M | +4.4% | +134.9% | -130.5% | -16.7% |
| YTD | -11.9% | +96.0% | -107.9% | -27.4% |
| 1Y | -0.4% | +203.8% | -204.2% | -26.7% |
| 3Y | +159.6% | +465.3% | -305.8% | +49.5% |
| 5Y | +60.9% | +106.3% | -45.4% | +13.4% |
| All | +72.9% | +93.0% | -20.2% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling