+420.5%
VUG vs SYF
+257.7%
+162.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | +2.8% | +7.4% | -4.6% | +0.2% |
| 6M | +13.6% | +16.2% | -2.6% | +7.9% |
| YTD | +8.1% | -6.1% | +14.2% | +9.0% |
| 1Y | +13.1% | +3.4% | +9.7% | +10.5% |
| 3Y | +87.0% | +162.9% | -75.9% | +33.8% |
| 5Y | +76.0% | +85.6% | -9.6% | +35.6% |
| 10Y | +420.5% | +262.7% | +157.7% | +208.3% |
| All | +420.5% | +257.7% | +162.8% | +208.3% |
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