+540.0%
NTAP vs SYF
+340.9%
+199.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.8% | +2.4% | -3.2% | -1.6% |
| 30D | -0.5% | +0.8% | -1.4% | -0.9% |
| 3M | +4.1% | +13.4% | -9.3% | -1.3% |
| 6M | +88.0% | +16.3% | +71.6% | +75.7% |
| YTD | +75.6% | -3.0% | +78.6% | +75.1% |
| 1Y | +58.9% | +5.7% | +53.2% | +53.2% |
| 3Y | +153.6% | +160.1% | -6.5% | +69.4% |
| 5Y | +127.6% | +88.5% | +39.1% | +65.4% |
| 10Y | +580.4% | +263.1% | +317.3% | +255.7% |
| All | +540.0% | +340.9% | +199.1% | +236.7% |
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 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