+355.7%
VTI vs SYF
+300.4%
+55.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +2.5% | -2.0% | +4.6% | +3.2% |
| 30D | -1.5% | +1.2% | -2.7% | -2.0% |
| 3M | -3.2% | -9.4% | +6.2% | -0.4% |
| 6M | +2.3% | +4.4% | -2.1% | +0.2% |
| YTD | +11.6% | -11.9% | +23.6% | +14.7% |
| 1Y | +13.8% | -0.4% | +14.2% | +12.3% |
| 3Y | +77.4% | +159.6% | -82.1% | +25.3% |
| 5Y | +64.6% | +60.9% | +3.7% | +30.9% |
| 10Y | +290.6% | +180.9% | +109.7% | +135.1% |
| All | +355.7% | +300.4% | +55.3% | +149.4% |
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