+333.7%
SYF vs ITOT
+359.3%
-25.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -0.8% |
| 7D | +2.6% | +0.7% | +2.0% | +1.7% |
| 30D | 0.0% | -1.1% | +1.1% | +1.7% |
| 3M | +11.9% | +3.9% | +8.0% | +6.2% |
| 6M | +18.9% | +14.7% | +4.2% | -2.0% |
| YTD | -4.6% | +13.3% | -17.9% | -19.8% |
| 1Y | +6.4% | +19.1% | -12.8% | -16.6% |
| 3Y | +167.2% | +77.3% | +89.8% | +23.6% |
| 5Y | +92.3% | +74.1% | +18.3% | -7.6% |
| 10Y | +263.2% | +293.1% | -30.0% | -31.8% |
| All | +333.7% | +359.3% | -25.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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