+189.8%
NOC vs SYF
+258.4%
-68.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +0.8% | -4.9% | +5.7% | +1.5% |
| 30D | -9.7% | -4.3% | -5.4% | -9.1% |
| 3M | -5.6% | +5.5% | -11.2% | -6.7% |
| 6M | -28.6% | +17.5% | -46.1% | -30.6% |
| YTD | -7.9% | -7.8% | -0.1% | -7.3% |
| 1Y | -9.5% | +1.6% | -11.2% | -10.6% |
| 3Y | +28.4% | +154.8% | -126.4% | +4.5% |
| 5Y | +59.0% | +79.5% | -20.5% | +35.3% |
| All | +189.8% | +258.4% | -68.5% | +96.2% |
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