+340.9%
SYF vs VT
+238.1%
+102.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +0.4% | +1.9% | +1.8% |
| 30D | +0.8% | +1.0% | -0.1% | -0.5% |
| 3M | +13.4% | +2.4% | +11.0% | +9.4% |
| 6M | +16.3% | +12.0% | +4.3% | -1.6% |
| YTD | -3.0% | +15.3% | -18.3% | -21.5% |
| 1Y | +5.7% | +22.6% | -16.9% | -21.6% |
| 3Y | +160.1% | +74.7% | +85.4% | +18.4% |
| 5Y | +88.5% | +66.1% | +22.4% | -6.0% |
| 10Y | +263.1% | +225.0% | +38.1% | -15.2% |
| All | +340.9% | +238.1% | +102.8% | -1.3% |
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