+411.3%
NOC vs SYF
+340.9%
+70.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -5.2% | +2.4% | -7.6% | -5.5% |
| 30D | -7.2% | +0.8% | -8.0% | -7.4% |
| 3M | -5.1% | +13.4% | -18.5% | -7.2% |
| 6M | -31.1% | +16.3% | -47.4% | -33.0% |
| YTD | -8.6% | -3.0% | -5.6% | -8.7% |
| 1Y | -9.7% | +5.7% | -15.4% | -11.3% |
| 3Y | +24.3% | +160.1% | -135.8% | +1.1% |
| 5Y | +52.6% | +88.5% | -35.9% | +28.8% |
| 10Y | +183.6% | +263.1% | -79.5% | +93.2% |
| All | +411.3% | +340.9% | +70.4% | +225.3% |
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