+560.5%
VLO vs SYF
+89.0%
+471.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | +2.4% | +2.8% | +4.4% |
| 30D | +22.6% | +0.8% | +21.8% | +22.2% |
| 3M | +43.8% | +13.4% | +30.4% | +37.3% |
| 6M | +65.7% | +16.3% | +49.4% | +55.3% |
| YTD | +131.1% | -3.0% | +134.1% | +130.1% |
| 1Y | +143.6% | +5.7% | +137.9% | +134.3% |
| 3Y | +201.4% | +160.1% | +41.3% | +107.1% |
| All | +560.5% | +89.0% | +471.6% | +393.3% |
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 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