+242.3%
VT vs SYF
+340.9%
-98.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | +2.4% | -1.9% | -0.3% |
| 30D | +1.0% | +0.8% | +0.1% | +0.7% |
| 3M | +2.4% | +13.4% | -11.0% | -1.7% |
| 6M | +12.0% | +16.3% | -4.3% | +6.5% |
| YTD | +15.3% | -3.0% | +18.3% | +15.2% |
| 1Y | +22.6% | +5.7% | +16.9% | +19.0% |
| 3Y | +74.7% | +160.1% | -85.4% | +25.2% |
| 5Y | +66.1% | +88.5% | -22.4% | +27.2% |
| 10Y | +225.0% | +263.1% | -38.1% | +84.3% |
| All | +242.3% | +340.9% | -98.6% | +86.8% |
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