+58.4%
NDAQ vs SYF
+89.0%
-30.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | -2.4% | +2.4% | -4.8% | -3.1% |
| 30D | +2.5% | +0.8% | +1.6% | +2.1% |
| 3M | +9.9% | +13.4% | -3.5% | +5.6% |
| 6M | +9.4% | +16.3% | -6.9% | +4.1% |
| YTD | +0.4% | -3.0% | +3.4% | +0.3% |
| 1Y | +4.0% | +5.7% | -1.7% | +1.2% |
| 3Y | +94.4% | +160.1% | -65.7% | +42.1% |
| All | +58.4% | +89.0% | -30.6% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling