+506.9%
VUG vs SYF
+340.9%
+166.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | +2.4% | -2.5% | -0.8% |
| 30D | -0.3% | +0.8% | -1.2% | -0.6% |
| 3M | -0.7% | +13.4% | -14.1% | -4.8% |
| 6M | +14.6% | +16.3% | -1.7% | +8.9% |
| YTD | +9.0% | -3.0% | +12.0% | +8.9% |
| 1Y | +14.9% | +5.7% | +9.2% | +11.5% |
| 3Y | +86.0% | +160.1% | -74.1% | +33.7% |
| 5Y | +76.7% | +88.5% | -11.8% | +35.7% |
| 10Y | +411.3% | +263.1% | +148.2% | +195.5% |
| All | +506.9% | +340.9% | +166.0% | +233.7% |
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