+897.3%
VST vs SYF
+241.4%
+655.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.9% | -5.7% |
| 7D | -19.9% | -3.8% | -16.1% | -18.8% |
| 30D | -29.7% | +2.6% | -32.3% | -30.4% |
| 3M | -19.6% | -6.5% | -13.0% | -17.9% |
| 6M | -29.4% | +0.8% | -30.2% | -30.1% |
| YTD | -29.7% | -10.1% | -19.6% | -28.2% |
| 1Y | -40.0% | +0.8% | -40.9% | -41.3% |
| 3Y | +231.0% | +158.8% | +72.2% | +135.3% |
| 5Y | +500.1% | +67.5% | +432.6% | +372.9% |
| 10Y | +1,004.2% | +230.0% | +774.2% | +558.4% |
| All | +897.3% | +241.4% | +655.9% | +496.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling