+256.4%
SYF vs NWSA
+150.8%
+105.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -1.3% | -3.1% | +1.7% | +0.7% |
| 30D | -1.1% | +4.3% | -5.4% | -3.8% |
| 3M | +7.4% | +9.2% | -1.8% | +0.6% |
| 6M | +16.2% | +21.6% | -5.4% | +0.9% |
| YTD | -6.1% | +14.2% | -20.3% | -15.7% |
| 1Y | +3.4% | +1.8% | +1.6% | 0.0% |
| 3Y | +162.9% | +44.4% | +118.4% | +100.8% |
| 5Y | +85.6% | +41.0% | +44.6% | +39.8% |
| All | +256.4% | +150.8% | +105.6% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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