+300.2%
NEM vs SYF
+255.8%
+44.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.8% |
| 7D | -3.3% | -5.5% | +2.2% | -2.8% |
| 30D | +7.8% | -3.9% | +11.7% | +8.2% |
| 3M | +36.3% | +8.9% | +27.3% | +35.3% |
| 6M | +6.6% | +16.2% | -9.7% | +5.4% |
| YTD | +27.1% | -8.4% | +35.6% | +27.7% |
| 1Y | +62.3% | +2.6% | +59.7% | +61.6% |
| 3Y | +245.1% | +156.4% | +88.7% | +219.5% |
| 5Y | +154.0% | +78.2% | +75.8% | +137.6% |
| All | +300.2% | +255.8% | +44.4% | +239.6% |
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