+825.6%
NDAQ vs SYF
+306.8%
+518.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.8% | -2.1% | +3.0% | +1.5% |
| 30D | +16.5% | +2.5% | +14.0% | +15.7% |
| 3M | +13.5% | -6.3% | +19.8% | +15.4% |
| 6M | +20.9% | -1.5% | +22.4% | +20.8% |
| YTD | +11.4% | -10.5% | +21.9% | +13.7% |
| 1Y | +25.9% | +1.5% | +24.4% | +24.1% |
| 3Y | +119.9% | +163.3% | -43.4% | +62.3% |
| 5Y | +61.7% | +66.8% | -5.0% | +31.4% |
| 10Y | +481.6% | +228.5% | +253.1% | +249.3% |
| All | +825.6% | +306.8% | +518.8% | +437.4% |
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