+316.2%
SYF vs NYT
+495.9%
-179.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -5.5% | -0.7% | -4.8% | -5.3% |
| 30D | -3.9% | +4.5% | -8.3% | -5.5% |
| 3M | +8.9% | -8.5% | +17.4% | +11.6% |
| 6M | +16.2% | -15.1% | +31.3% | +22.1% |
| YTD | -8.4% | -3.3% | -5.2% | -8.9% |
| 1Y | +2.6% | +17.0% | -14.4% | -5.5% |
| 3Y | +156.4% | +55.7% | +100.7% | +106.9% |
| 5Y | +78.2% | +38.9% | +39.3% | +44.8% |
| 10Y | +253.8% | +485.3% | -231.5% | +69.2% |
| All | +316.2% | +495.9% | -179.7% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling