+47.0%
NFLX vs SYF
+161.4%
-114.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.6% | -4.7% | +7.3% | +3.4% |
| 30D | -9.0% | +0.6% | -9.6% | -9.2% |
| 3M | -13.7% | -6.8% | -6.9% | -12.9% |
| 6M | -26.9% | +0.5% | -27.4% | -27.2% |
| YTD | -31.8% | -11.1% | -20.7% | -30.9% |
| 1Y | -42.1% | +1.3% | -43.3% | -42.9% |
| 3Y | +47.0% | +164.6% | -117.7% | +39.0% |
| All | +47.0% | +161.4% | -114.5% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling