+570.8%
NTAP vs SYF
+196.3%
+374.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.7% |
| 7D | -7.8% | -4.2% | -3.6% | -6.3% |
| 30D | -25.8% | -1.1% | -24.7% | -25.6% |
| 3M | -11.2% | -7.9% | -3.4% | -8.7% |
| 6M | +49.9% | -1.1% | +51.0% | +49.0% |
| YTD | +66.9% | -12.6% | +79.5% | +72.7% |
| 1Y | +58.8% | -2.4% | +61.2% | +57.5% |
| 3Y | +140.8% | +156.6% | -15.8% | +61.0% |
| 5Y | +115.0% | +61.9% | +53.1% | +65.0% |
| 10Y | +570.8% | +186.5% | +384.3% | +282.6% |
| All | +570.8% | +196.3% | +374.5% | +282.6% |
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