+1,164.9%
VST vs SYF
+178.4%
+986.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +6.6% | -2.0% | +8.6% | +7.3% |
| 30D | -12.4% | +1.2% | -13.6% | -12.9% |
| 3M | -9.0% | -9.4% | +0.4% | -6.1% |
| 6M | -6.4% | +4.4% | -10.9% | -8.5% |
| YTD | -17.2% | -11.9% | -5.3% | -14.8% |
| 1Y | -22.0% | -0.4% | -21.6% | -23.4% |
| 3Y | +296.7% | +159.6% | +137.1% | +180.7% |
| 5Y | +637.6% | +60.9% | +576.7% | +487.5% |
| All | +1,164.9% | +178.4% | +986.4% | +636.7% |
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 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