+921.3%
VGT vs SYF
+300.4%
+620.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | +2.5% | -2.0% | +4.5% | +3.1% |
| 30D | -9.5% | +1.2% | -10.7% | -9.9% |
| 3M | -9.5% | -9.4% | -0.1% | -6.8% |
| 6M | -1.8% | +4.4% | -6.2% | -3.9% |
| YTD | +18.4% | -11.9% | +30.3% | +21.8% |
| 1Y | +18.7% | -0.4% | +19.2% | +17.2% |
| 3Y | +103.8% | +159.6% | -55.8% | +43.2% |
| 5Y | +104.4% | +60.9% | +43.5% | +62.3% |
| 10Y | +716.9% | +180.9% | +536.0% | +392.6% |
| All | +921.3% | +300.4% | +620.9% | +451.8% |
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