+149.9%
SYF vs NTR
+103.6%
+46.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.3% |
| 7D | +2.6% | +3.8% | -1.2% | +0.8% |
| 30D | 0.0% | +25.2% | -25.2% | -10.3% |
| 3M | +11.9% | +21.0% | -9.1% | +1.2% |
| 6M | +18.9% | +7.6% | +11.3% | +11.9% |
| YTD | -4.6% | +32.9% | -37.4% | -20.5% |
| 1Y | +6.4% | +43.1% | -36.7% | -15.5% |
| 3Y | +167.2% | +41.6% | +125.6% | +105.7% |
| 5Y | +92.3% | +54.8% | +37.6% | +16.4% |
| All | +149.9% | +103.6% | +46.3% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling