+219.8%
VT vs SYF
+219.4%
+0.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +0.4% | -4.3% | +4.6% | +1.6% |
| 30D | -2.6% | +1.0% | -3.6% | -2.9% |
| 3M | -3.2% | -6.4% | +3.2% | -1.6% |
| 6M | +0.9% | +1.0% | -0.1% | 0.0% |
| YTD | +11.3% | -10.7% | +22.0% | +13.7% |
| 1Y | +14.0% | +1.8% | +12.2% | +11.9% |
| 3Y | +75.8% | +165.8% | -90.0% | +25.2% |
| 5Y | +57.8% | +65.9% | -8.1% | +25.5% |
| 10Y | +219.8% | +206.0% | +13.8% | +100.6% |
| All | +219.8% | +219.4% | +0.4% | +100.6% |
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 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