+432.2%
VLO vs SYF
+67.6%
+364.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | -6.5% | -4.3% | -2.2% | -5.3% |
| 30D | -17.8% | +1.0% | -18.8% | -18.2% |
| 3M | +19.6% | -6.4% | +26.0% | +21.6% |
| 6M | +49.3% | +1.0% | +48.3% | +47.1% |
| YTD | +122.4% | -10.7% | +133.1% | +126.5% |
| 1Y | +107.4% | +1.8% | +105.7% | +101.4% |
| 3Y | +223.1% | +165.8% | +57.2% | +122.2% |
| 5Y | +432.2% | +65.9% | +366.3% | +342.8% |
| All | +432.2% | +67.6% | +364.6% | +342.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling