+57.6%
NOC vs SYF
+92.3%
-34.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -2.7% | +2.6% | -5.3% | -2.8% |
| 30D | -8.9% | 0.0% | -8.9% | -8.9% |
| 3M | -3.7% | +11.9% | -15.6% | -4.3% |
| 6M | -30.8% | +18.9% | -49.7% | -31.4% |
| YTD | -7.9% | -4.6% | -3.4% | -7.9% |
| 1Y | -9.4% | +6.4% | -15.8% | -9.9% |
| 3Y | +29.0% | +167.2% | -138.2% | +18.9% |
| All | +57.6% | +92.3% | -34.7% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling