+242.8%
SYF vs NTNX
+148.8%
+94.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.6% |
| 7D | -4.9% | -3.1% | -1.8% | -4.4% |
| 30D | -4.3% | +2.0% | -6.3% | -4.7% |
| 3M | +5.5% | +34.0% | -28.4% | -0.2% |
| 6M | +17.5% | +72.4% | -54.9% | +5.3% |
| YTD | -7.8% | +27.5% | -35.3% | -12.9% |
| 1Y | +1.6% | -18.7% | +20.4% | +3.8% |
| 3Y | +154.8% | +80.8% | +74.1% | +119.7% |
| 5Y | +79.5% | +54.5% | +25.0% | +52.5% |
| All | +242.8% | +148.8% | +94.0% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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