+298.3%
NSC vs SYF
+196.3%
+102.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.4% |
| 7D | -3.4% | -4.2% | +0.8% | -1.9% |
| 30D | +3.6% | -1.1% | +4.7% | +4.0% |
| 3M | -1.4% | -7.9% | +6.5% | +1.3% |
| 6M | +6.0% | -1.1% | +7.1% | +5.3% |
| YTD | +15.5% | -12.6% | +28.1% | +19.2% |
| 1Y | +16.2% | -2.4% | +18.6% | +14.9% |
| 3Y | +76.9% | +156.6% | -79.7% | +16.3% |
| 5Y | +29.3% | +61.9% | -32.6% | -2.1% |
| 10Y | +298.3% | +186.5% | +111.8% | +109.3% |
| All | +298.3% | +196.3% | +102.0% | +109.3% |
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