+192.7%
VLO vs SYF
+170.1%
+22.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.7% |
| 7D | +5.8% | +2.6% | +3.2% | +5.0% |
| 30D | +28.3% | 0.0% | +28.3% | +28.2% |
| 3M | +48.7% | +11.9% | +36.8% | +43.1% |
| 6M | +71.9% | +18.9% | +53.0% | +60.2% |
| YTD | +138.7% | -4.6% | +143.2% | +140.2% |
| 1Y | +148.5% | +6.4% | +142.1% | +138.9% |
| 3Y | +192.7% | +167.2% | +25.5% | +107.3% |
| All | +192.7% | +170.1% | +22.6% | +107.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling