+42.6%
VCIT vs SYF
+308.6%
-266.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +0.5% | -3.8% | +4.2% | +0.5% |
| 30D | +2.1% | +2.6% | -0.6% | +2.0% |
| 3M | -1.6% | -6.5% | +5.0% | -1.4% |
| 6M | -1.6% | +0.8% | -2.4% | -1.7% |
| YTD | -1.5% | -10.1% | +8.6% | -1.4% |
| 1Y | -0.4% | +0.8% | -1.2% | -0.5% |
| 3Y | +19.6% | +158.8% | -139.3% | +16.3% |
| 5Y | +3.3% | +67.5% | -64.2% | +1.0% |
| 10Y | +28.9% | +230.0% | -201.1% | +22.5% |
| All | +42.6% | +308.6% | -266.1% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling