+382.3%
VOO vs SYF
+297.1%
+85.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.3% | -3.3% | +6.5% | +4.3% |
| 30D | -2.7% | -2.2% | -0.5% | -2.1% |
| 3M | -1.7% | -9.3% | +7.6% | +1.0% |
| 6M | +3.1% | +2.1% | +1.1% | +1.8% |
| YTD | +11.9% | -12.6% | +24.6% | +15.1% |
| 1Y | +12.1% | -3.4% | +15.5% | +11.7% |
| 3Y | +78.6% | +156.5% | -77.9% | +27.9% |
| 5Y | +73.8% | +59.6% | +14.2% | +39.5% |
| 10Y | +312.3% | +178.6% | +133.7% | +152.0% |
| All | +382.3% | +297.1% | +85.1% | +168.5% |
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 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