+92.3%
SYF vs VFC
-78.3%
+170.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.0% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | 0.0% | -11.9% | +12.0% | +4.0% |
| 3M | +11.9% | -20.2% | +32.1% | +19.1% |
| 6M | +18.9% | -23.0% | +41.9% | +27.5% |
| YTD | -4.6% | -26.2% | +21.6% | +3.3% |
| 1Y | +6.4% | -13.3% | +19.7% | +8.4% |
| 3Y | +167.2% | -25.5% | +192.6% | +154.2% |
| 5Y | +92.3% | -78.1% | +170.5% | +273.1% |
| All | +92.3% | -78.3% | +170.7% | +273.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling