+365.1%
VTI vs SYF
+340.9%
+24.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | 0.0% | +0.8% | -0.8% | -0.3% |
| 3M | +2.0% | +13.4% | -11.4% | -2.4% |
| 6M | +13.0% | +16.3% | -3.4% | +7.0% |
| YTD | +13.9% | -3.0% | +17.0% | +13.7% |
| 1Y | +20.0% | +5.7% | +14.3% | +16.3% |
| 3Y | +75.8% | +160.1% | -84.3% | +24.1% |
| 5Y | +73.8% | +88.5% | -14.7% | +31.6% |
| 10Y | +297.5% | +263.1% | +34.4% | +121.6% |
| All | +365.1% | +340.9% | +24.2% | +147.5% |
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