+380.3%
NDAQ vs SYF
+257.7%
+122.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.4% |
| 7D | -1.6% | -1.3% | -0.2% | -1.2% |
| 30D | -1.5% | -1.1% | -0.4% | -1.2% |
| 3M | +8.0% | +7.4% | +0.6% | +5.6% |
| 6M | +7.7% | +16.2% | -8.5% | +2.7% |
| YTD | -2.3% | -6.1% | +3.8% | -1.5% |
| 1Y | +0.6% | +3.4% | -2.8% | -1.5% |
| 3Y | +90.9% | +162.9% | -71.9% | +40.9% |
| 5Y | +52.5% | +85.6% | -33.1% | +20.1% |
| 10Y | +380.3% | +262.7% | +117.5% | +186.2% |
| All | +380.3% | +257.7% | +122.6% | +186.2% |
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