+234.8%
VT vs SYF
+313.9%
-79.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -1.4% | +4.4% | -5.8% | -2.7% |
| 3M | -1.4% | -4.7% | +3.3% | -0.2% |
| 6M | +5.5% | +1.9% | +3.6% | +4.2% |
| YTD | +12.8% | -8.9% | +21.8% | +14.6% |
| 1Y | +15.4% | +4.1% | +11.4% | +12.6% |
| 3Y | +76.9% | +162.2% | -85.3% | +26.5% |
| 5Y | +60.4% | +73.9% | -13.5% | +25.9% |
| 10Y | +232.8% | +234.2% | -1.5% | +93.2% |
| All | +234.8% | +313.9% | -79.1% | +85.8% |
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