+96.5%
VWO vs SYF
+333.7%
-237.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +0.9% | +2.6% | -1.7% | +0.3% |
| 30D | +1.3% | 0.0% | +1.2% | +1.2% |
| 3M | +5.1% | +11.9% | -6.8% | +1.8% |
| 6M | +12.5% | +18.9% | -6.4% | +7.3% |
| YTD | +14.0% | -4.6% | +18.6% | +14.3% |
| 1Y | +19.7% | +6.4% | +13.4% | +16.5% |
| 3Y | +66.8% | +167.2% | -100.4% | +23.5% |
| 5Y | +36.2% | +92.3% | -56.2% | +6.8% |
| 10Y | +111.0% | +263.2% | -152.1% | +25.3% |
| All | +96.5% | +333.7% | -237.2% | +11.4% |
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 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