+193.5%
NRG vs SYF
+77.7%
+115.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -4.7% | -4.9% | +0.2% | -2.8% |
| 30D | -6.0% | -4.3% | -1.7% | -4.4% |
| 3M | -8.0% | +5.5% | -13.5% | -10.2% |
| 6M | -23.2% | +17.5% | -40.7% | -28.0% |
| YTD | -28.1% | -7.8% | -20.3% | -26.8% |
| 1Y | -27.3% | +1.6% | -28.9% | -28.9% |
| 3Y | +208.7% | +154.8% | +53.8% | +118.8% |
| All | +193.5% | +77.7% | +115.8% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling