+222.7%
VT vs SYF
+176.2%
+46.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +2.9% | -3.3% | +6.1% | +3.9% |
| 30D | -2.5% | -2.2% | -0.3% | -1.9% |
| 3M | -3.3% | -9.3% | +6.0% | -0.7% |
| 6M | +1.5% | +2.1% | -0.5% | +0.3% |
| YTD | +11.4% | -12.6% | +24.0% | +14.5% |
| 1Y | +11.9% | -3.4% | +15.4% | +11.6% |
| 3Y | +73.9% | +156.5% | -82.6% | +24.9% |
| 5Y | +57.9% | +59.6% | -1.7% | +26.9% |
| All | +222.7% | +176.2% | +46.6% | +102.2% |
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