+199.4%
SYF vs NTRA
+1,700.8%
-1,501.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +2.6% | +1.1% | +1.6% | +2.4% |
| 30D | 0.0% | +0.6% | -0.6% | -0.1% |
| 3M | +11.9% | +51.8% | -39.9% | +4.2% |
| 6M | +18.9% | +63.6% | -44.7% | +8.8% |
| YTD | -4.6% | +41.5% | -46.1% | -10.9% |
| 1Y | +6.4% | +93.6% | -87.3% | -5.6% |
| 3Y | +167.2% | +498.0% | -330.9% | +96.5% |
| 5Y | +92.3% | +172.5% | -80.1% | +49.1% |
| 10Y | +263.2% | +2,960.8% | -2,697.6% | +99.3% |
| All | +199.4% | +1,700.8% | -1,501.4% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling