+127.6%
NOK vs SYF
+255.8%
-128.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.6% |
| 7D | +8.7% | -5.5% | +14.2% | +10.3% |
| 30D | +12.5% | -3.9% | +16.4% | +13.6% |
| 3M | -20.7% | +8.9% | -29.7% | -22.7% |
| 6M | +36.2% | +16.2% | +19.9% | +29.9% |
| YTD | +64.1% | -8.4% | +72.6% | +66.2% |
| 1Y | +132.4% | +2.6% | +129.8% | +127.4% |
| 3Y | +182.9% | +156.4% | +26.5% | +105.1% |
| 5Y | +102.8% | +78.2% | +24.6% | +58.5% |
| All | +127.6% | +255.8% | -128.2% | +33.1% |
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 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