-45.1%
NOK vs SYF
+3.4%
-48.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -21.3% |
| 6M | -45.1% | +4.4% | -49.6% | -45.8% |
| All | -45.1% | +3.4% | -48.6% | -45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling