+404.6%
VIAV vs SYF
+258.4%
+146.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | +11.2% | -4.9% | +16.1% | +13.1% |
| 30D | -10.1% | -4.3% | -5.8% | -8.8% |
| 3M | -22.9% | +5.5% | -28.4% | -24.7% |
| 6M | +28.8% | +17.5% | +11.3% | +20.7% |
| YTD | +117.5% | -7.8% | +125.2% | +120.8% |
| 1Y | +216.1% | +1.6% | +214.4% | +209.6% |
| 3Y | +292.2% | +154.8% | +137.4% | +167.1% |
| 5Y | +141.0% | +79.5% | +61.5% | +78.8% |
| All | +404.6% | +258.4% | +146.2% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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