+66.7%
NOK vs SYF
+340.9%
-274.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | -1.8% | +2.4% | -4.2% | -2.4% |
| 30D | +4.7% | +0.8% | +3.9% | +4.5% |
| 3M | -39.7% | +13.4% | -53.1% | -41.8% |
| 6M | +23.1% | +16.3% | +6.7% | +17.3% |
| YTD | +55.0% | -3.0% | +58.0% | +54.6% |
| 1Y | +118.0% | +5.7% | +112.3% | +111.6% |
| 3Y | +170.5% | +160.1% | +10.4% | +94.0% |
| 5Y | +84.9% | +88.5% | -3.6% | +41.6% |
| 10Y | +112.0% | +263.1% | -151.1% | +20.2% |
| All | +66.7% | +340.9% | -274.2% | -16.4% |
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 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