+113.0%
VWO vs SYF
+258.4%
-145.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.8% | -4.9% | +3.1% | -0.6% |
| 30D | -0.1% | -4.3% | +4.2% | +0.9% |
| 3M | +2.2% | +5.5% | -3.3% | +0.6% |
| 6M | +8.8% | +17.5% | -8.8% | +4.2% |
| YTD | +12.4% | -7.8% | +20.2% | +13.6% |
| 1Y | +15.6% | +1.6% | +13.9% | +13.8% |
| 3Y | +62.5% | +154.8% | -92.3% | +22.7% |
| 5Y | +34.3% | +79.5% | -45.2% | +7.8% |
| All | +113.0% | +258.4% | -145.3% | +34.4% |
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 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