+340.9%
SYF vs VFC
-67.9%
+408.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.9% |
| 7D | +2.4% | -1.6% | +4.0% | +3.1% |
| 30D | +0.8% | -11.6% | +12.5% | +6.2% |
| 3M | +13.4% | -18.1% | +31.5% | +22.0% |
| 6M | +16.3% | -27.4% | +43.7% | +30.8% |
| YTD | -3.0% | -24.8% | +21.8% | +6.9% |
| 1Y | +5.7% | -8.2% | +13.9% | +4.9% |
| 3Y | +160.1% | -29.1% | +189.2% | +138.5% |
| 5Y | +88.5% | -79.2% | +167.7% | +257.8% |
| 10Y | +263.1% | -68.1% | +331.2% | +429.3% |
| All | +340.9% | -67.9% | +408.8% | +533.5% |
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