+314.7%
NXPI vs SYF
+340.9%
-26.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +1.9% | +2.4% | -0.5% | +0.7% |
| 30D | -1.4% | +0.8% | -2.3% | -2.0% |
| 3M | -29.1% | +13.4% | -42.5% | -34.0% |
| 6M | +6.2% | +16.3% | -10.1% | -3.0% |
| YTD | +5.9% | -3.0% | +8.9% | +5.5% |
| 1Y | +2.9% | +5.7% | -2.8% | -2.0% |
| 3Y | +14.5% | +160.1% | -145.6% | -32.9% |
| 5Y | +17.1% | +88.5% | -71.5% | -22.1% |
| 10Y | +193.4% | +263.1% | -69.7% | +20.8% |
| All | +314.7% | +340.9% | -26.2% | +50.8% |
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