+147.0%
NOK vs SYF
+159.4%
-12.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | +5.4% | -2.0% | +7.4% | +5.7% |
| 30D | -14.1% | +1.2% | -15.3% | -14.3% |
| 3M | -23.6% | -9.4% | -14.2% | -22.4% |
| 6M | -45.1% | +4.4% | -49.6% | -45.6% |
| YTD | +24.7% | -11.9% | +36.6% | +26.5% |
| 1Y | +19.0% | -0.4% | +19.4% | +17.9% |
| 3Y | +147.0% | +159.6% | -12.5% | +92.0% |
| All | +147.0% | +159.4% | -12.4% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling