+211.4%
NXPI vs SYF
+257.7%
-46.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.6% |
| 7D | -2.3% | -1.3% | -0.9% | -1.6% |
| 30D | -4.3% | -1.1% | -3.3% | -3.9% |
| 3M | -24.7% | +7.4% | -32.1% | -27.9% |
| 6M | +9.7% | +16.2% | -6.5% | +0.4% |
| YTD | +3.8% | -6.1% | +9.9% | +5.2% |
| 1Y | +1.6% | +3.4% | -1.8% | -2.1% |
| 3Y | +16.0% | +162.9% | -146.8% | -31.8% |
| 5Y | +16.1% | +85.6% | -69.5% | -21.7% |
| 10Y | +211.4% | +262.7% | -51.4% | +57.2% |
| All | +211.4% | +257.7% | -46.3% | +57.2% |
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