+262.7%
SYF vs VMC
+146.8%
+116.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.6% | +0.6% |
| 7D | -1.3% | -5.3% | +4.0% | +2.3% |
| 30D | -1.1% | -12.3% | +11.2% | +7.8% |
| 3M | +7.4% | -10.3% | +17.7% | +15.1% |
| 6M | +16.2% | -8.6% | +24.8% | +22.4% |
| YTD | -6.1% | -11.9% | +5.8% | +0.2% |
| 1Y | +3.4% | -13.9% | +17.3% | +11.8% |
| 3Y | +162.9% | +18.2% | +144.7% | +124.2% |
| 5Y | +85.6% | +47.7% | +37.8% | +33.4% |
| 10Y | +262.7% | +152.5% | +110.3% | +86.1% |
| All | +262.7% | +146.8% | +116.0% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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