+240.3%
SYF vs NTNX
+146.9%
+93.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | -5.5% | -3.9% | -1.6% | -4.8% |
| 30D | -3.9% | +1.7% | -5.6% | -4.2% |
| 3M | +8.9% | +31.7% | -22.8% | +3.4% |
| 6M | +16.2% | +69.4% | -53.1% | +4.4% |
| YTD | -8.4% | +26.6% | -35.0% | -13.4% |
| 1Y | +2.6% | -15.2% | +17.8% | +4.0% |
| 3Y | +156.4% | +80.9% | +75.4% | +121.0% |
| 5Y | +78.2% | +53.3% | +24.9% | +51.6% |
| All | +240.3% | +146.9% | +93.4% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling