+157.7%
NEM vs SYF
+89.2%
+68.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +3.1% | -1.3% | +4.4% | +3.2% |
| 30D | +10.0% | -1.1% | +11.1% | +10.1% |
| 3M | +30.9% | +7.4% | +23.5% | +29.6% |
| 6M | +10.5% | +16.2% | -5.7% | +8.5% |
| YTD | +29.7% | -6.1% | +35.9% | +30.1% |
| 1Y | +71.1% | +3.4% | +67.7% | +69.5% |
| 3Y | +252.1% | +162.9% | +89.2% | +205.0% |
| 5Y | +157.7% | +85.6% | +72.1% | +124.6% |
| All | +157.7% | +89.2% | +68.5% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling