+489.4%
NDAQ vs SYF
+176.2%
+313.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.7% | -3.3% | +5.0% | +2.6% |
| 30D | +16.2% | -2.2% | +18.4% | +16.9% |
| 3M | +14.0% | -9.3% | +23.3% | +16.9% |
| 6M | +22.3% | +2.1% | +20.2% | +20.9% |
| YTD | +13.0% | -12.6% | +25.6% | +16.1% |
| 1Y | +24.0% | -3.4% | +27.5% | +23.9% |
| 3Y | +117.1% | +156.5% | -39.4% | +61.0% |
| 5Y | +67.5% | +59.6% | +8.0% | +37.5% |
| All | +489.4% | +176.2% | +313.3% | +274.9% |
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