+159.4%
SYF vs VSXY
+353.1%
-193.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.0% |
| 7D | -1.3% | -10.7% | +9.4% | +0.4% |
| 30D | -1.1% | -24.3% | +23.2% | +3.6% |
| 3M | +7.4% | +1.0% | +6.4% | +6.4% |
| 6M | +16.2% | +57.4% | -41.1% | +2.6% |
| YTD | -6.1% | +39.8% | -45.9% | -15.3% |
| 1Y | +3.4% | +196.5% | -193.1% | -22.2% |
| All | +159.4% | +353.1% | -193.8% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling