+142.3%
VXUS vs SYF
+218.0%
-75.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | +0.8% | -4.7% | +5.4% | +2.0% |
| 30D | -1.9% | +0.6% | -2.5% | -2.1% |
| 3M | -4.4% | -6.8% | +2.4% | -2.8% |
| 6M | -2.0% | +0.5% | -2.5% | -2.6% |
| YTD | +11.1% | -11.1% | +22.3% | +13.4% |
| 1Y | +15.1% | +1.3% | +13.8% | +13.4% |
| 3Y | +70.4% | +164.6% | -94.2% | +24.7% |
| 5Y | +47.2% | +65.2% | -18.0% | +19.2% |
| 10Y | +142.3% | +204.6% | -62.3% | +57.9% |
| All | +142.3% | +218.0% | -75.7% | +57.9% |
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 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