+141.5%
SYF vs NTR
+97.9%
+43.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.9% | -1.3% | -3.6% | -4.4% |
| 30D | -4.3% | +16.8% | -21.1% | -11.3% |
| 3M | +5.5% | +20.7% | -15.2% | -4.5% |
| 6M | +17.5% | +0.5% | +17.0% | +14.4% |
| YTD | -7.8% | +29.2% | -37.0% | -22.1% |
| 1Y | +1.6% | +39.6% | -38.0% | -18.3% |
| 3Y | +154.8% | +37.9% | +116.9% | +98.6% |
| 5Y | +79.5% | +47.1% | +32.4% | +12.1% |
| All | +141.5% | +97.9% | +43.6% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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