+157.4%
NOC vs SYF
+178.4%
-21.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +4.8% | -2.0% | +6.9% | +5.2% |
| 30D | +11.0% | +1.2% | +9.8% | +10.8% |
| 3M | -3.8% | -9.4% | +5.6% | -2.4% |
| 6M | +0.6% | +4.4% | -3.8% | -0.4% |
| YTD | -2.3% | -11.9% | +9.6% | -1.1% |
| 1Y | +0.3% | -0.4% | +0.7% | -0.5% |
| 3Y | +24.6% | +159.6% | -135.0% | +1.2% |
| 5Y | +66.0% | +60.9% | +5.1% | +44.8% |
| All | +157.4% | +178.4% | -21.0% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling