+416.3%
VIAV vs SYF
+340.9%
+75.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -4.6% | +2.4% | -7.0% | -5.4% |
| 30D | -10.4% | +0.8% | -11.2% | -10.7% |
| 3M | -34.5% | +13.4% | -47.9% | -37.6% |
| 6M | +7.0% | +16.3% | -9.4% | +0.9% |
| YTD | +95.6% | -3.0% | +98.6% | +95.2% |
| 1Y | +197.2% | +5.7% | +191.5% | +187.4% |
| 3Y | +232.0% | +160.1% | +71.9% | +126.8% |
| 5Y | +102.2% | +88.5% | +13.7% | +48.7% |
| 10Y | +344.6% | +263.1% | +81.6% | +129.6% |
| All | +416.3% | +340.9% | +75.4% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling