+206.0%
SYF vs VFC
-44.8%
+250.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.8% |
| 7D | -4.3% | +7.7% | -11.9% | -7.4% |
| 30D | +1.0% | +39.2% | -38.2% | -12.6% |
| 3M | -6.4% | +40.3% | -46.7% | -19.6% |
| 6M | +1.0% | +11.4% | -10.4% | -5.5% |
| YTD | -10.7% | +17.5% | -28.3% | -19.2% |
| 1Y | +1.8% | +45.9% | -44.1% | -16.7% |
| 3Y | +165.8% | +47.3% | +118.5% | +74.3% |
| 5Y | +65.9% | -67.2% | +133.1% | +171.2% |
| 10Y | +206.0% | -46.1% | +252.1% | +270.0% |
| All | +206.0% | -44.8% | +250.8% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling