+445.2%
NOC vs SYF
+297.1%
+148.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +4.5% | -3.3% | +7.8% | +5.1% |
| 30D | +14.1% | -2.2% | +16.3% | +14.4% |
| 3M | -4.5% | -9.3% | +4.9% | -3.1% |
| 6M | -0.8% | +2.1% | -2.8% | -1.4% |
| YTD | -2.5% | -12.6% | +10.1% | -1.2% |
| 1Y | -0.1% | -3.4% | +3.4% | -0.4% |
| 3Y | +24.6% | +156.5% | -131.9% | +1.3% |
| 5Y | +65.6% | +59.6% | +6.0% | +44.3% |
| 10Y | +160.5% | +178.6% | -18.1% | +85.8% |
| All | +445.2% | +297.1% | +148.1% | +252.3% |
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