+250.1%
SYF vs NTRA
+3,199.2%
-2,949.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.6% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -4.3% | +4.1% | -8.4% | -5.0% |
| 3M | +5.5% | +50.0% | -44.5% | -2.2% |
| 6M | +17.5% | +67.3% | -49.8% | +6.3% |
| YTD | -7.8% | +43.6% | -51.4% | -14.6% |
| 1Y | +1.6% | +89.2% | -87.6% | -10.4% |
| 3Y | +154.8% | +502.5% | -347.7% | +81.8% |
| 5Y | +79.5% | +173.8% | -94.3% | +36.1% |
| All | +250.1% | +3,199.2% | -2,949.1% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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