+62.5%
VWO vs SYF
+155.9%
-93.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.8% | -4.9% | +3.1% | -1.0% |
| 30D | -0.1% | -4.3% | +4.2% | +0.6% |
| 3M | +2.2% | +5.5% | -3.3% | +1.1% |
| 6M | +8.8% | +17.5% | -8.8% | +5.6% |
| YTD | +12.4% | -7.8% | +20.2% | +13.0% |
| 1Y | +15.6% | +1.6% | +13.9% | +14.2% |
| 3Y | +62.5% | +154.8% | -92.3% | +32.9% |
| All | +62.5% | +155.9% | -93.4% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling