+1,012.7%
VGT vs SYF
+340.9%
+671.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.0% | +2.4% | -1.4% | +0.2% |
| 30D | +1.3% | +0.8% | +0.4% | +0.9% |
| 3M | -1.1% | +13.4% | -14.5% | -5.6% |
| 6M | +32.6% | +16.3% | +16.3% | +25.3% |
| YTD | +29.0% | -3.0% | +32.0% | +28.8% |
| 1Y | +39.7% | +5.7% | +34.0% | +35.2% |
| 3Y | +120.9% | +160.1% | -39.2% | +55.0% |
| 5Y | +133.6% | +88.5% | +45.0% | +76.3% |
| 10Y | +792.6% | +263.1% | +529.5% | +395.4% |
| All | +1,012.7% | +340.9% | +671.8% | +483.6% |
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