-28.5%
VST vs SYF
+0.6%
-29.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.4% |
| 7D | -0.5% | -4.7% | +4.2% | +0.3% |
| 30D | -17.1% | +0.6% | -17.6% | -17.2% |
| 3M | -4.6% | -6.8% | +2.2% | -3.4% |
| 6M | -9.1% | +0.5% | -9.6% | -9.8% |
| YTD | -16.6% | -11.1% | -5.5% | -18.5% |
| All | -28.5% | +0.6% | -29.0% | -30.8% |
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