+469.3%
NDAQ vs SYF
+219.4%
+249.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -0.1% | -4.3% | +4.1% | +1.1% |
| 30D | +15.9% | +1.0% | +14.8% | +15.5% |
| 3M | +15.1% | -6.4% | +21.5% | +17.0% |
| 6M | +22.9% | +1.0% | +21.9% | +21.9% |
| YTD | +12.8% | -10.7% | +23.6% | +15.3% |
| 1Y | +26.0% | +1.8% | +24.3% | +24.1% |
| 3Y | +119.7% | +165.8% | -46.2% | +61.7% |
| 5Y | +65.4% | +65.9% | -0.5% | +34.5% |
| 10Y | +469.3% | +206.0% | +263.3% | +266.1% |
| All | +469.3% | +219.4% | +249.9% | +266.1% |
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