+306.8%
SYF vs VFC
-51.1%
+357.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | +11.2% | -13.3% | -6.6% |
| 30D | +2.5% | +41.5% | -39.0% | -11.9% |
| 3M | -6.3% | +38.9% | -45.2% | -19.1% |
| 6M | -1.5% | +6.1% | -7.6% | -5.9% |
| YTD | -10.5% | +14.5% | -25.1% | -18.1% |
| 1Y | +1.5% | +46.0% | -44.4% | -16.8% |
| 3Y | +163.3% | +36.4% | +126.9% | +81.2% |
| 5Y | +66.8% | -67.5% | +134.3% | +160.2% |
| 10Y | +228.5% | -45.8% | +274.3% | +282.1% |
| All | +306.8% | -51.1% | +357.9% | +385.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling