+340.9%
SYF vs VIG
+298.9%
+42.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.8% |
| 7D | +2.4% | -0.4% | +2.8% | +3.1% |
| 30D | +0.8% | -1.0% | +1.8% | +2.4% |
| 3M | +13.4% | +2.8% | +10.6% | +9.2% |
| 6M | +16.3% | +8.2% | +8.1% | +3.7% |
| YTD | -3.0% | +11.0% | -14.0% | -16.7% |
| 1Y | +5.7% | +16.1% | -10.4% | -15.1% |
| 3Y | +160.1% | +56.2% | +104.0% | +39.2% |
| 5Y | +88.5% | +63.0% | +25.5% | -3.2% |
| 10Y | +263.1% | +241.4% | +21.6% | -17.6% |
| All | +340.9% | +298.9% | +42.0% | -11.3% |
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 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