+78.2%
SYF vs VYM
+75.8%
+2.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -1.5% |
| 7D | -5.5% | -1.9% | -3.7% | -2.3% |
| 30D | -3.9% | -2.6% | -1.3% | +0.9% |
| 3M | +8.9% | +3.6% | +5.3% | +2.6% |
| 6M | +16.2% | +8.7% | +7.5% | +0.4% |
| YTD | -8.4% | +14.1% | -22.6% | -27.6% |
| 1Y | +2.6% | +17.8% | -15.2% | -23.2% |
| 3Y | +156.4% | +64.5% | +91.8% | +11.4% |
| 5Y | +78.2% | +77.5% | +0.6% | -30.1% |
| All | +78.2% | +75.8% | +2.4% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling