+153.5%
NTAP vs SYF
+170.1%
-16.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +3.3% | +2.6% | +0.6% | +2.3% |
| 30D | -0.2% | 0.0% | -0.2% | -0.3% |
| 3M | +11.4% | +11.9% | -0.5% | +6.3% |
| 6M | +88.7% | +18.9% | +69.8% | +74.8% |
| YTD | +78.9% | -4.6% | +83.5% | +79.9% |
| 1Y | +58.8% | +6.4% | +52.4% | +52.6% |
| 3Y | +153.5% | +167.2% | -13.6% | +81.5% |
| All | +153.5% | +170.1% | -16.6% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling