+202.4%
SYF vs VTEB
+26.6%
+175.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.6% | -0.2% | +2.8% | +2.9% |
| 30D | 0.0% | -1.6% | +1.6% | +1.9% |
| 3M | +11.9% | -2.0% | +13.9% | +14.7% |
| 6M | +18.9% | -1.7% | +20.6% | +21.5% |
| YTD | -4.6% | -0.6% | -4.0% | -3.7% |
| 1Y | +6.4% | +1.8% | +4.5% | +4.5% |
| 3Y | +167.2% | +9.6% | +157.6% | +137.0% |
| 5Y | +92.3% | +2.1% | +90.3% | +87.0% |
| 10Y | +263.2% | +18.9% | +244.2% | +335.6% |
| All | +202.4% | +26.6% | +175.7% | +320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling