+212.4%
NXPI vs SYF
+178.4%
+34.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +6.8% | -2.0% | +8.8% | +7.8% |
| 30D | +20.0% | +1.2% | +18.8% | +19.3% |
| 3M | +14.8% | -9.4% | +24.2% | +20.4% |
| 6M | -10.5% | +4.4% | -14.9% | -13.4% |
| YTD | +23.7% | -11.9% | +35.7% | +29.3% |
| 1Y | +34.1% | -0.4% | +34.5% | +31.4% |
| 3Y | +51.2% | +159.6% | -108.3% | -11.3% |
| 5Y | +33.4% | +60.9% | -27.5% | -3.9% |
| All | +212.4% | +178.4% | +34.0% | +49.5% |
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 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