+373.4%
VST vs SYF
+164.6%
+208.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | +2.4% | +6.5% | +7.8% |
| 30D | +6.2% | +0.8% | +5.4% | +5.7% |
| 3M | -2.7% | +13.4% | -16.1% | -8.7% |
| 6M | -8.4% | +16.3% | -24.7% | -15.3% |
| YTD | -7.2% | -3.0% | -4.2% | -7.5% |
| 1Y | -20.9% | +5.7% | -26.6% | -25.0% |
| All | +373.4% | +164.6% | +208.9% | +237.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling