+31.5%
VCIT vs SYF
+189.2%
-157.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.5% | -3.6% | +3.1% | -0.4% |
| 30D | +1.5% | -1.7% | +3.2% | +1.5% |
| 3M | -1.0% | -7.8% | +6.8% | -0.7% |
| 6M | -1.7% | +3.4% | -5.1% | -1.8% |
| YTD | -1.4% | -12.2% | +10.8% | -1.1% |
| 1Y | -0.9% | -1.6% | +0.6% | -1.0% |
| 3Y | +19.8% | +157.8% | -138.0% | +15.8% |
| 5Y | +4.6% | +61.9% | -57.3% | +1.9% |
| 10Y | +31.5% | +180.0% | -148.5% | +23.6% |
| All | +31.5% | +189.2% | -157.7% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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