+1,381.0%
NET vs SYF
+160.2%
+1,220.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -16.4% | -0.4% | -15.9% | -16.3% |
| 30D | -25.8% | +4.4% | -30.2% | -26.9% |
| 3M | -11.5% | -4.7% | -6.8% | -10.4% |
| 6M | +18.9% | +1.9% | +17.0% | +17.3% |
| YTD | +35.2% | -8.9% | +44.2% | +37.3% |
| 1Y | +14.5% | +4.1% | +10.4% | +11.2% |
| 3Y | +313.8% | +162.2% | +151.6% | +196.8% |
| 5Y | +32.6% | +73.9% | -41.3% | +0.3% |
| All | +1,381.0% | +160.2% | +1,220.7% | +1,280.8% |
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