+1,449.6%
NET vs SYF
+177.2%
+1,272.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | +2.4% | -9.4% | -7.7% |
| 30D | -4.8% | +0.8% | -5.6% | -5.0% |
| 3M | +3.8% | +13.4% | -9.6% | -0.7% |
| 6M | +50.0% | +16.3% | +33.7% | +41.9% |
| YTD | +41.5% | -3.0% | +44.5% | +41.2% |
| 1Y | +32.8% | +5.7% | +27.1% | +28.7% |
| 3Y | +335.9% | +160.1% | +175.8% | +213.7% |
| 5Y | +113.8% | +88.5% | +25.3% | +58.9% |
| All | +1,449.6% | +177.2% | +1,272.3% | +1,320.2% |
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