-8.3%
NOC vs SYF
+4.8%
-13.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -1.6% | -1.3% | -0.2% | -1.6% |
| 30D | -10.4% | -1.1% | -9.3% | -10.3% |
| 3M | -5.6% | +7.4% | -13.0% | -5.6% |
| 6M | -30.4% | +16.2% | -46.6% | -30.1% |
| YTD | -8.5% | -6.1% | -2.4% | -8.1% |
| 1Y | -8.3% | +3.4% | -11.7% | -9.1% |
| All | -8.3% | +4.8% | -13.2% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling