+589.7%
NTAP vs SYF
+257.7%
+332.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | +2.2% | -1.3% | +3.5% | +2.7% |
| 30D | -7.0% | -1.1% | -6.0% | -6.7% |
| 3M | +12.3% | +7.4% | +4.9% | +8.7% |
| 6M | +85.1% | +16.2% | +68.9% | +73.0% |
| YTD | +74.8% | -6.1% | +80.9% | +76.4% |
| 1Y | +52.7% | +3.4% | +49.3% | +48.4% |
| 3Y | +147.7% | +162.9% | -15.2% | +63.9% |
| 5Y | +124.8% | +85.6% | +39.2% | +63.5% |
| 10Y | +589.7% | +262.7% | +327.0% | +242.7% |
| All | +589.7% | +257.7% | +332.0% | +242.7% |
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