+247.7%
NEM vs SYF
+170.1%
+77.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +3.9% | +2.6% | +1.2% | +3.4% |
| 30D | +12.7% | 0.0% | +12.7% | +12.7% |
| 3M | +28.7% | +11.9% | +16.7% | +26.3% |
| 6M | +9.8% | +18.9% | -9.1% | +6.9% |
| YTD | +28.1% | -4.6% | +32.7% | +28.0% |
| 1Y | +69.3% | +6.4% | +63.0% | +66.5% |
| 3Y | +247.7% | +167.2% | +80.5% | +147.7% |
| All | +247.7% | +170.1% | +77.6% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling