+299.1%
SYF vs VIG
+316.7%
-17.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | -0.7% |
| 7D | -3.6% | -0.3% | -3.2% | -3.4% |
| 30D | -1.7% | +4.9% | -6.6% | -8.9% |
| 3M | -7.8% | +2.9% | -10.7% | -12.0% |
| 6M | +3.4% | +11.2% | -7.8% | -12.0% |
| YTD | -12.2% | +16.0% | -28.2% | -29.7% |
| 1Y | -1.6% | +17.0% | -18.5% | -22.1% |
| 3Y | +157.8% | +66.9% | +90.9% | +24.5% |
| 5Y | +61.9% | +65.8% | -3.9% | -19.5% |
| 10Y | +180.0% | +263.6% | -83.6% | -41.7% |
| All | +299.1% | +316.7% | -17.6% | -25.1% |
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