+297.3%
SYF vs VIG
+313.5%
-16.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.5% |
| 7D | -4.2% | +1.0% | -5.2% | -6.0% |
| 30D | -1.1% | +4.5% | -5.6% | -7.8% |
| 3M | -7.9% | +2.1% | -10.0% | -10.9% |
| 6M | -1.1% | +10.5% | -11.6% | -14.9% |
| YTD | -12.6% | +15.1% | -27.7% | -29.1% |
| 1Y | -2.4% | +16.9% | -19.3% | -22.6% |
| 3Y | +156.6% | +65.6% | +91.1% | +25.4% |
| 5Y | +61.9% | +64.4% | -2.5% | -18.4% |
| 10Y | +186.5% | +260.6% | -74.2% | -39.7% |
| All | +297.3% | +313.5% | -16.1% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling