+29.0%
NFLX vs SYF
+89.0%
-60.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -4.2% | +2.4% | -6.6% | -4.9% |
| 30D | +5.5% | +0.8% | +4.6% | +5.1% |
| 3M | -4.1% | +13.4% | -17.5% | -8.0% |
| 6M | -20.7% | +16.3% | -37.0% | -24.9% |
| YTD | -16.5% | -3.0% | -13.5% | -16.8% |
| 1Y | -37.8% | +5.7% | -43.5% | -40.0% |
| 3Y | +77.9% | +160.1% | -82.2% | +15.6% |
| All | +29.0% | +89.0% | -60.0% | -15.8% |
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 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