+514.0%
NOW vs SYF
+178.4%
+335.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +0.3% | -2.0% | +2.3% | +0.9% |
| 30D | -27.0% | +1.2% | -28.2% | -27.4% |
| 3M | -19.6% | -9.4% | -10.3% | -17.6% |
| 6M | +17.5% | +4.4% | +13.0% | +14.8% |
| YTD | -33.3% | -11.9% | -21.3% | -31.6% |
| 1Y | -39.8% | -0.4% | -39.4% | -40.7% |
| 3Y | -19.9% | +159.6% | -179.5% | -42.1% |
| 5Y | -26.1% | +60.9% | -86.9% | -40.7% |
| All | +514.0% | +178.4% | +335.5% | +297.0% |
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 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