+320.6%
NSC vs SYF
+340.9%
-20.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -5.5% | +2.4% | -7.9% | -6.3% |
| 30D | -3.2% | +0.8% | -4.1% | -3.6% |
| 3M | +7.7% | +13.4% | -5.7% | +2.2% |
| 6M | +4.5% | +16.3% | -11.8% | -2.1% |
| YTD | +15.6% | -3.0% | +18.6% | +15.0% |
| 1Y | +19.8% | +5.7% | +14.1% | +15.1% |
| 3Y | +70.1% | +160.1% | -90.0% | +12.5% |
| 5Y | +46.1% | +88.5% | -42.4% | +4.7% |
| 10Y | +328.1% | +263.1% | +65.0% | +112.1% |
| All | +320.6% | +340.9% | -20.3% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling