+154.8%
SYF vs NYT
+56.2%
+98.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | -4.3% | +4.6% | -8.9% | -5.7% |
| 3M | +5.5% | -9.6% | +15.1% | +8.0% |
| 6M | +17.5% | -14.0% | +31.5% | +22.0% |
| YTD | -7.8% | -2.8% | -4.9% | -8.8% |
| 1Y | +1.6% | +15.6% | -14.0% | -6.4% |
| 3Y | +154.8% | +56.3% | +98.5% | +97.9% |
| All | +154.8% | +56.2% | +98.6% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling