+82.7%
SYF vs VSXY
+19.2%
+63.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.8% |
| 7D | -1.3% | -10.7% | +9.4% | +0.8% |
| 30D | -1.1% | -24.3% | +23.2% | +4.6% |
| 3M | +7.4% | +1.0% | +6.4% | +6.2% |
| 6M | +16.2% | +57.4% | -41.1% | 0.0% |
| YTD | -6.1% | +39.8% | -45.9% | -17.3% |
| 1Y | +3.4% | +196.5% | -193.1% | -26.2% |
| 3Y | +162.9% | +357.2% | -194.4% | +48.6% |
| All | +82.7% | +19.2% | +63.5% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling