+500.1%
VST vs SYF
+69.6%
+430.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -5.7% |
| 7D | -19.9% | -3.8% | -16.1% | -18.7% |
| 30D | -29.7% | +2.6% | -32.3% | -30.5% |
| 3M | -19.6% | -6.5% | -13.0% | -17.7% |
| 6M | -29.4% | +0.8% | -30.2% | -30.2% |
| YTD | -29.7% | -10.1% | -19.6% | -28.0% |
| 1Y | -40.0% | +0.8% | -40.9% | -41.6% |
| 3Y | +231.0% | +158.8% | +72.2% | +131.7% |
| 5Y | +500.1% | +67.5% | +432.6% | +354.3% |
| All | +500.1% | +69.6% | +430.5% | +354.3% |
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