+968.7%
NFLX vs SYF
+299.1%
+669.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -2.8% | -3.6% | +0.8% | -2.0% |
| 30D | -8.6% | -1.7% | -6.9% | -8.3% |
| 3M | -13.7% | -7.8% | -5.9% | -12.2% |
| 6M | -24.5% | +3.4% | -27.9% | -25.4% |
| YTD | -31.2% | -12.2% | -19.0% | -29.9% |
| 1Y | -43.2% | -1.6% | -41.6% | -43.8% |
| 3Y | +44.3% | +157.8% | -113.5% | +9.8% |
| 5Y | -1.9% | +61.9% | -63.7% | -18.9% |
| 10Y | +462.3% | +180.0% | +282.3% | +299.1% |
| All | +968.7% | +299.1% | +669.6% | +568.8% |
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 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