+340.9%
SYF vs NWSA
+95.6%
+245.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.2% |
| 7D | +2.4% | -1.9% | +4.3% | +3.6% |
| 30D | +0.8% | +4.6% | -3.7% | -2.0% |
| 3M | +13.4% | +13.2% | +0.2% | +4.4% |
| 6M | +16.3% | +27.0% | -10.7% | -0.8% |
| YTD | -3.0% | +16.8% | -19.8% | -13.4% |
| 1Y | +5.7% | +4.5% | +1.2% | +0.8% |
| 3Y | +160.1% | +46.2% | +113.9% | +101.7% |
| 5Y | +88.5% | +40.9% | +47.6% | +45.8% |
| 10Y | +263.1% | +145.1% | +117.9% | +85.1% |
| All | +340.9% | +95.6% | +245.3% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling