-34.9%
VST vs SYF
+4.2%
-39.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.2% | -13.6% | -13.8% |
| 7D | -15.7% | -0.4% | -15.3% | -15.7% |
| 30D | -17.0% | +4.4% | -21.4% | -17.7% |
| 3M | -15.9% | -4.7% | -11.2% | -15.2% |
| 6M | -25.0% | +1.9% | -26.9% | -25.8% |
| YTD | -25.1% | -8.9% | -16.2% | -27.0% |
| 1Y | -34.9% | +4.1% | -38.9% | -36.8% |
| All | -34.9% | +4.2% | -39.1% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling