+1,022.8%
NBIS vs SYF
+39.5%
+983.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.1% |
| 7D | -0.8% | -4.9% | +4.1% | +2.6% |
| 30D | -13.4% | -4.3% | -9.1% | -10.7% |
| 3M | +1.0% | +5.5% | -4.5% | -3.6% |
| 6M | +100.5% | +17.5% | +83.0% | +74.5% |
| YTD | +168.3% | -7.8% | +176.0% | +177.7% |
| 1Y | +151.8% | +1.6% | +150.1% | +139.5% |
| All | +1,022.8% | +39.5% | +983.2% | +709.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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