+1,065.2%
NRG vs SYF
+258.4%
+806.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -4.7% | -4.9% | +0.2% | -2.9% |
| 30D | -6.0% | -4.3% | -1.7% | -4.5% |
| 3M | -8.0% | +5.5% | -13.5% | -10.0% |
| 6M | -23.2% | +17.5% | -40.7% | -27.7% |
| YTD | -28.1% | -7.8% | -20.3% | -26.8% |
| 1Y | -27.3% | +1.6% | -28.9% | -28.7% |
| 3Y | +208.7% | +154.8% | +53.8% | +117.6% |
| 5Y | +197.7% | +79.5% | +118.2% | +127.4% |
| All | +1,065.2% | +258.4% | +806.8% | +510.4% |
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 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