+78.2%
SYF vs NTRA
+171.1%
-92.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | -5.5% | -0.5% | -5.1% | -5.4% |
| 30D | -3.9% | +4.3% | -8.2% | -4.6% |
| 3M | +8.9% | +50.6% | -41.7% | +0.7% |
| 6M | +16.2% | +63.9% | -47.7% | +5.3% |
| YTD | -8.4% | +42.4% | -50.8% | -15.3% |
| 1Y | +2.6% | +92.1% | -89.5% | -10.1% |
| 3Y | +156.4% | +501.7% | -345.4% | +85.6% |
| 5Y | +78.2% | +171.4% | -93.3% | +31.0% |
| All | +78.2% | +171.1% | -92.9% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling