+588.9%
VST vs SYF
+65.2%
+523.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +11.0% | +10.7% |
| 7D | -9.8% | -2.1% | -7.7% | -9.1% |
| 30D | -25.1% | +2.5% | -27.7% | -26.0% |
| 3M | -11.6% | -6.3% | -5.3% | -9.6% |
| 6M | -20.9% | -1.5% | -19.5% | -21.1% |
| YTD | -22.3% | -10.5% | -11.8% | -20.3% |
| 1Y | -32.0% | +1.5% | -33.5% | -33.9% |
| 3Y | +262.4% | +163.3% | +99.1% | +152.5% |
| All | +588.9% | +65.2% | +523.7% | +423.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling