+789.1%
NOW vs SYF
+258.4%
+530.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -6.2% | -4.9% | -1.3% | -4.7% |
| 30D | +6.1% | -4.3% | +10.4% | +7.3% |
| 3M | +28.6% | +5.5% | +23.1% | +25.9% |
| 6M | +14.6% | +17.5% | -2.9% | +8.3% |
| YTD | -13.5% | -7.8% | -5.7% | -12.3% |
| 1Y | -29.4% | +1.6% | -31.0% | -30.6% |
| 3Y | +9.4% | +154.8% | -145.4% | -20.4% |
| 5Y | +2.3% | +79.5% | -77.2% | -20.1% |
| All | +789.1% | +258.4% | +530.7% | +411.1% |
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