+253.2%
NEE vs SYF
+257.7%
-4.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | -1.8% | +7.4% | -9.2% | -3.1% |
| 6M | -8.8% | +16.2% | -25.0% | -11.3% |
| YTD | +5.2% | -6.1% | +11.3% | +5.5% |
| 1Y | +21.3% | +3.4% | +18.0% | +19.6% |
| 3Y | +35.2% | +162.9% | -127.7% | +10.2% |
| 5Y | +10.1% | +85.6% | -75.5% | -6.7% |
| 10Y | +253.2% | +262.7% | -9.5% | +143.0% |
| All | +253.2% | +257.7% | -4.5% | +143.0% |
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