+484.8%
NTAP vs SYF
+306.8%
+178.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -15.1% | -2.1% | -12.9% | -14.4% |
| 30D | -28.1% | +2.5% | -30.6% | -28.8% |
| 3M | -11.4% | -6.3% | -5.2% | -9.5% |
| 6M | +52.2% | -1.5% | +53.7% | +51.5% |
| YTD | +60.4% | -10.5% | +70.9% | +64.6% |
| 1Y | +51.0% | +1.5% | +49.5% | +47.6% |
| 3Y | +135.6% | +163.3% | -27.7% | +56.9% |
| 5Y | +107.5% | +66.8% | +40.8% | +58.1% |
| 10Y | +608.6% | +228.5% | +380.1% | +284.0% |
| All | +484.8% | +306.8% | +178.0% | +216.5% |
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 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