+75.7%
VEA vs SYF
+160.5%
-84.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.5% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +0.4% | -1.1% | +1.5% | +0.6% |
| 3M | +4.8% | +7.4% | -2.6% | +3.1% |
| 6M | +11.3% | +16.2% | -5.0% | +7.7% |
| YTD | +17.4% | -6.1% | +23.5% | +17.9% |
| 1Y | +26.2% | +3.4% | +22.8% | +24.2% |
| All | +75.7% | +160.5% | -84.8% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling