+800.0%
VGT vs SYF
+258.4%
+541.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -0.2% | -4.9% | +4.8% | +1.5% |
| 30D | -0.4% | -4.3% | +3.9% | +0.9% |
| 3M | +4.4% | +5.5% | -1.1% | +2.1% |
| 6M | +32.1% | +17.5% | +14.6% | +24.4% |
| YTD | +28.8% | -7.8% | +36.6% | +30.7% |
| 1Y | +35.3% | +1.6% | +33.7% | +32.7% |
| 3Y | +124.8% | +154.8% | -30.0% | +58.8% |
| 5Y | +137.9% | +79.5% | +58.5% | +82.3% |
| All | +800.0% | +258.4% | +541.6% | +427.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling