+1,048.0%
VLO vs SYF
+340.9%
+707.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | +2.4% | +2.8% | +4.0% |
| 30D | +22.6% | +0.8% | +21.8% | +21.9% |
| 3M | +43.8% | +13.4% | +30.4% | +33.4% |
| 6M | +65.7% | +16.3% | +49.4% | +49.5% |
| YTD | +131.1% | -3.0% | +134.1% | +127.2% |
| 1Y | +143.6% | +5.7% | +137.9% | +127.6% |
| 3Y | +201.4% | +160.1% | +41.3% | +65.5% |
| 5Y | +568.9% | +88.5% | +480.4% | +312.1% |
| 10Y | +891.8% | +263.1% | +628.7% | +275.1% |
| All | +1,048.0% | +340.9% | +707.1% | +303.7% |
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