-51.4%
VG vs SYF
+8.5%
-59.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -22.0% | -2.1% | -19.9% | -21.6% |
| 30D | -11.6% | +2.5% | -14.2% | -12.5% |
| 3M | -14.9% | -6.3% | -8.6% | -13.6% |
| 6M | -3.5% | -1.5% | -2.1% | -5.3% |
| YTD | +70.0% | -10.5% | +80.5% | +74.8% |
| 1Y | +50.0% | +1.5% | +48.5% | +38.9% |
| All | -51.4% | +8.5% | -59.8% | -61.3% |
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