+247.6%
SYF vs VIG
+247.5%
0.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.7% |
| 7D | -5.5% | -2.2% | -3.3% | -2.0% |
| 30D | -3.9% | -3.2% | -0.6% | +1.4% |
| 3M | +8.9% | +3.0% | +5.9% | +4.2% |
| 6M | +16.2% | +8.1% | +8.1% | +3.0% |
| YTD | -8.4% | +9.1% | -17.5% | -19.8% |
| 1Y | +2.6% | +12.6% | -10.0% | -14.4% |
| 3Y | +156.4% | +55.4% | +101.0% | +32.6% |
| 5Y | +78.2% | +62.8% | +15.4% | -12.6% |
| All | +247.6% | +247.5% | 0.0% | -38.5% |
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