+170.6%
SYF vs VIG
+262.6%
-92.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | +3.5% | -5.5% | -7.4% |
| 30D | +1.2% | +4.9% | -3.7% | -6.7% |
| 3M | -9.4% | +2.5% | -11.9% | -13.2% |
| 6M | +4.4% | +11.0% | -6.6% | -11.7% |
| YTD | -11.9% | +16.0% | -27.9% | -30.4% |
| 1Y | -0.4% | +17.5% | -18.0% | -22.9% |
| 3Y | +159.6% | +67.0% | +92.6% | +19.2% |
| 5Y | +60.9% | +64.8% | -3.9% | -23.1% |
| All | +170.6% | +262.6% | -92.1% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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