+153.0%
SYF vs NTR
+37.3%
+115.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.2% |
| 7D | -5.5% | -2.5% | -3.1% | -5.2% |
| 30D | -3.9% | +17.0% | -20.9% | -5.7% |
| 3M | +8.9% | +22.2% | -13.3% | +6.0% |
| 6M | +16.2% | +5.2% | +11.0% | +15.2% |
| YTD | -8.4% | +29.7% | -38.1% | -14.1% |
| 1Y | +2.6% | +39.4% | -36.8% | -5.9% |
| All | +153.0% | +37.3% | +115.7% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling