+504.4%
NOW vs SYF
+176.2%
+328.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -1.7% | -3.3% | +1.6% | -0.7% |
| 30D | -27.4% | -2.2% | -25.2% | -27.1% |
| 3M | -19.4% | -9.3% | -10.1% | -17.4% |
| 6M | +13.1% | +2.1% | +11.0% | +11.3% |
| YTD | -34.3% | -12.6% | -21.7% | -32.5% |
| 1Y | -41.8% | -3.4% | -38.3% | -42.0% |
| 3Y | -20.7% | +156.5% | -177.2% | -42.5% |
| 5Y | -27.2% | +59.6% | -86.8% | -41.4% |
| All | +504.4% | +176.2% | +328.3% | +291.7% |
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