+127.9%
NOK vs SYF
+178.4%
-50.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.8% |
| 7D | +5.4% | -2.0% | +7.4% | +5.9% |
| 30D | -14.1% | +1.2% | -15.3% | -14.5% |
| 3M | -23.6% | -9.4% | -14.2% | -21.7% |
| 6M | -45.1% | +4.4% | -49.6% | -46.0% |
| YTD | +24.7% | -11.9% | +36.6% | +27.5% |
| 1Y | +19.0% | -0.4% | +19.4% | +17.4% |
| 3Y | +147.0% | +159.6% | -12.5% | +77.9% |
| 5Y | +58.2% | +60.9% | -2.7% | +27.0% |
| All | +127.9% | +178.4% | -50.5% | +44.4% |
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