+138.3%
VEA vs SYF
+300.4%
-162.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.3% | -2.0% | +4.3% | +2.8% |
| 30D | +0.2% | +1.2% | -1.0% | -0.2% |
| 3M | -5.3% | -9.4% | +4.0% | -3.0% |
| 6M | -0.9% | +4.4% | -5.3% | -2.6% |
| YTD | +12.2% | -11.9% | +24.1% | +14.9% |
| 1Y | +16.1% | -0.4% | +16.5% | +14.9% |
| 3Y | +73.0% | +159.6% | -86.6% | +25.8% |
| 5Y | +53.7% | +60.9% | -7.2% | +24.4% |
| 10Y | +159.3% | +180.9% | -21.6% | +61.4% |
| All | +138.3% | +300.4% | -162.1% | +36.5% |
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