+302.5%
NSC vs SYF
+218.0%
+84.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | -5.4% | -4.7% | -0.7% | -3.7% |
| 30D | +2.9% | +0.6% | +2.4% | +2.7% |
| 3M | -2.2% | -6.8% | +4.7% | +0.1% |
| 6M | +5.3% | +0.5% | +4.7% | +4.1% |
| YTD | +14.8% | -11.1% | +25.9% | +17.8% |
| 1Y | +16.6% | +1.3% | +15.3% | +13.6% |
| 3Y | +78.6% | +164.6% | -86.0% | +16.1% |
| 5Y | +27.2% | +65.2% | -38.0% | -4.5% |
| 10Y | +302.5% | +204.6% | +97.9% | +106.8% |
| All | +302.5% | +218.0% | +84.6% | +106.8% |
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 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