+290.8%
VIAV vs SYF
+178.4%
+112.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.9% |
| 7D | +7.9% | -2.0% | +9.9% | +8.7% |
| 30D | -20.3% | +1.2% | -21.5% | -20.8% |
| 3M | -28.5% | -9.4% | -19.2% | -26.3% |
| 6M | -42.7% | +4.4% | -47.1% | -44.1% |
| YTD | +72.4% | -11.9% | +84.3% | +77.4% |
| 1Y | +81.5% | -0.4% | +81.9% | +78.7% |
| 3Y | +293.8% | +159.6% | +134.3% | +166.1% |
| 5Y | +101.4% | +60.9% | +40.6% | +55.8% |
| All | +290.8% | +178.4% | +112.4% | +116.3% |
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