+1,205.2%
VST vs SYF
+219.4%
+985.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.6% |
| 7D | -0.5% | -4.3% | +3.7% | +1.0% |
| 30D | -17.1% | +1.0% | -18.1% | -17.5% |
| 3M | -4.6% | -6.4% | +1.8% | -2.6% |
| 6M | -9.1% | +1.0% | -10.1% | -10.0% |
| YTD | -16.6% | -10.7% | -5.9% | -14.6% |
| 1Y | -29.5% | +1.8% | -31.2% | -31.2% |
| 3Y | +297.5% | +165.8% | +131.7% | +179.2% |
| 5Y | +654.5% | +65.9% | +588.6% | +495.1% |
| 10Y | +1,205.2% | +206.0% | +999.3% | +638.1% |
| All | +1,205.2% | +219.4% | +985.8% | +638.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling