+219.9%
SYF vs VT
+214.8%
+5.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +4.9% |
| 7D | -3.8% | -4.2% | +0.4% | +2.4% |
| 30D | +2.6% | -5.8% | +8.4% | +12.0% |
| 3M | -6.5% | -5.2% | -1.3% | +1.0% |
| 6M | +0.8% | +0.1% | +0.7% | -0.3% |
| YTD | -10.1% | +8.2% | -18.3% | -21.4% |
| 1Y | +0.8% | +10.1% | -9.3% | -14.2% |
| 3Y | +158.8% | +69.7% | +89.2% | +14.6% |
| 5Y | +67.5% | +53.4% | +14.1% | -11.4% |
| All | +219.9% | +214.8% | +5.1% | -30.5% |
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