+313.9%
SYF vs VT
+230.7%
+83.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -2.6% |
| 7D | -0.4% | -0.3% | -0.1% | -0.1% |
| 30D | +4.4% | -1.4% | +5.8% | +6.4% |
| 3M | -4.7% | -1.4% | -3.3% | -2.9% |
| 6M | +1.9% | +5.5% | -3.6% | -6.1% |
| YTD | -8.9% | +12.8% | -21.8% | -24.0% |
| 1Y | +4.1% | +15.4% | -11.4% | -16.0% |
| 3Y | +162.2% | +76.9% | +85.3% | +17.0% |
| 5Y | +73.9% | +60.4% | +13.5% | -9.0% |
| 10Y | +234.2% | +232.8% | +1.5% | -22.7% |
| All | +313.9% | +230.7% | +83.2% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling