+959.0%
NFLX vs SYF
+303.9%
+655.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.6% | -4.7% | +7.3% | +3.7% |
| 30D | -9.0% | +0.6% | -9.6% | -9.2% |
| 3M | -13.7% | -6.8% | -6.9% | -12.5% |
| 6M | -26.9% | +0.5% | -27.4% | -27.4% |
| YTD | -31.8% | -11.1% | -20.7% | -30.7% |
| 1Y | -42.1% | +1.3% | -43.3% | -43.1% |
| 3Y | +47.0% | +164.6% | -117.7% | +11.1% |
| 5Y | -2.5% | +65.2% | -67.7% | -19.8% |
| 10Y | +423.4% | +204.6% | +218.8% | +260.0% |
| All | +959.0% | +303.9% | +655.0% | +560.9% |
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