+170.6%
SYF vs VMC
+125.2%
+45.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -2.0% | -1.3% | -0.8% | -1.2% |
| 30D | +1.2% | +15.5% | -14.3% | -8.6% |
| 3M | -9.4% | +0.6% | -10.0% | -10.3% |
| 6M | +4.4% | +2.1% | +2.3% | +1.8% |
| YTD | -11.9% | -1.6% | -10.4% | -13.2% |
| 1Y | -0.4% | -1.2% | +0.8% | -2.2% |
| 3Y | +159.6% | +35.3% | +124.2% | +101.2% |
| 5Y | +60.9% | +43.6% | +17.3% | +17.5% |
| All | +170.6% | +125.2% | +45.4% | +36.1% |
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