+221.8%
VT vs SYF
+178.4%
+43.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +2.4% | -2.0% | +4.4% | +3.0% |
| 30D | -1.5% | +1.2% | -2.7% | -1.9% |
| 3M | -4.1% | -9.4% | +5.2% | -1.5% |
| 6M | +0.6% | +4.4% | -3.9% | -1.3% |
| YTD | +11.0% | -11.9% | +23.0% | +13.9% |
| 1Y | +13.3% | -0.4% | +13.8% | +12.0% |
| 3Y | +73.4% | +159.6% | -86.2% | +24.1% |
| 5Y | +57.4% | +60.9% | -3.5% | +26.2% |
| All | +221.8% | +178.4% | +43.4% | +101.1% |
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