+250.1%
SYF vs VTEB
+17.9%
+232.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.3% |
| 7D | -4.9% | -0.9% | -4.0% | -3.8% |
| 30D | -4.3% | -2.5% | -1.8% | -1.1% |
| 3M | +5.5% | -3.0% | +8.5% | +9.8% |
| 6M | +17.5% | -2.1% | +19.6% | +21.0% |
| YTD | -7.8% | -1.5% | -6.3% | -5.8% |
| 1Y | +1.6% | +0.2% | +1.5% | +1.7% |
| 3Y | +154.8% | +8.6% | +146.3% | +125.8% |
| 5Y | +79.5% | +1.2% | +78.3% | +76.2% |
| All | +250.1% | +17.9% | +232.3% | +329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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