+250.1%
SYF vs NTRS
+259.9%
-9.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | -0.2% |
| 7D | -4.9% | +1.4% | -6.3% | -6.0% |
| 30D | -4.3% | -0.7% | -3.7% | -3.8% |
| 3M | +5.5% | +11.3% | -5.8% | -4.0% |
| 6M | +17.5% | +35.5% | -18.0% | -10.2% |
| YTD | -7.8% | +40.6% | -48.4% | -32.0% |
| 1Y | +1.6% | +49.2% | -47.6% | -28.9% |
| 3Y | +154.8% | +167.2% | -12.4% | +6.8% |
| 5Y | +79.5% | +94.9% | -15.5% | -3.8% |
| All | +250.1% | +259.9% | -9.8% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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