+32.6%
NET vs SYF
+73.6%
-41.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -16.4% | -0.4% | -15.9% | -16.2% |
| 30D | -25.8% | +4.4% | -30.2% | -27.9% |
| 3M | -11.5% | -4.7% | -6.8% | -9.5% |
| 6M | +18.9% | +1.9% | +17.0% | +15.4% |
| YTD | +35.2% | -8.9% | +44.2% | +38.5% |
| 1Y | +14.5% | +4.1% | +10.4% | +7.1% |
| 3Y | +313.8% | +162.2% | +151.6% | +75.0% |
| 5Y | +32.6% | +73.9% | -41.3% | -34.5% |
| All | +32.6% | +73.6% | -41.0% | -34.5% |
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