+342.1%
NEM vs SYF
+176.2%
+166.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -5.9% | -3.3% | -2.7% | -5.6% |
| 30D | -2.6% | -2.2% | -0.4% | -2.3% |
| 3M | -4.2% | -9.3% | +5.1% | -3.4% |
| 6M | -5.5% | +2.1% | -7.5% | -5.6% |
| YTD | +13.5% | -12.6% | +26.2% | +14.5% |
| 1Y | +22.2% | -3.4% | +25.6% | +22.3% |
| 3Y | +249.0% | +156.5% | +92.5% | +222.8% |
| 5Y | +120.1% | +59.6% | +60.5% | +107.0% |
| All | +342.1% | +176.2% | +166.0% | +299.4% |
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