+135.3%
VXUS vs SYF
+340.9%
-205.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.0% | +2.4% | -1.4% | +0.4% |
| 30D | +2.2% | +0.8% | +1.4% | +1.9% |
| 3M | +3.0% | +13.4% | -10.4% | -0.7% |
| 6M | +10.7% | +16.3% | -5.7% | +5.8% |
| YTD | +17.8% | -3.0% | +20.9% | +17.7% |
| 1Y | +27.6% | +5.7% | +21.9% | +24.2% |
| 3Y | +73.3% | +160.1% | -86.8% | +27.2% |
| 5Y | +54.3% | +88.5% | -34.2% | +20.2% |
| 10Y | +149.8% | +263.1% | -113.2% | +45.7% |
| All | +135.3% | +340.9% | -205.6% | +32.8% |
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