-39.3%
VG vs SYF
+17.6%
-56.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.7% | +2.4% | -0.7% | +0.9% |
| 30D | +16.0% | +0.8% | +15.2% | +15.5% |
| 3M | +9.7% | +13.4% | -3.7% | +2.5% |
| 6M | +29.6% | +16.3% | +13.2% | +16.4% |
| YTD | +112.0% | -3.0% | +115.0% | +113.4% |
| 1Y | +12.8% | +5.7% | +7.1% | +5.5% |
| All | -39.3% | +17.6% | -56.9% | -52.8% |
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