+206.0%
SYF vs VT
+223.7%
-17.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -4.7% |
| 7D | -4.3% | +0.4% | -4.6% | -5.3% |
| 30D | +1.0% | -2.6% | +3.6% | +4.6% |
| 3M | -6.4% | -3.2% | -3.2% | -2.2% |
| 6M | +1.0% | +0.9% | +0.1% | -1.4% |
| YTD | -10.7% | +11.3% | -22.0% | -25.4% |
| 1Y | +1.8% | +14.0% | -12.2% | -18.0% |
| 3Y | +165.8% | +75.8% | +90.0% | +11.3% |
| 5Y | +65.9% | +57.8% | +8.1% | -16.1% |
| 10Y | +206.0% | +219.8% | -13.8% | -37.2% |
| All | +206.0% | +223.7% | -17.7% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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