+136.6%
NEM vs SYF
+63.1%
+73.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.9% |
| 7D | +11.6% | -4.2% | +15.8% | +12.3% |
| 30D | +1.8% | -1.1% | +2.9% | +2.0% |
| 3M | +2.5% | -7.9% | +10.4% | +3.7% |
| 6M | +3.4% | -1.1% | +4.5% | +3.5% |
| YTD | +20.9% | -12.6% | +33.5% | +22.5% |
| 1Y | +37.2% | -2.4% | +39.6% | +37.2% |
| 3Y | +271.6% | +156.6% | +115.0% | +221.6% |
| 5Y | +136.6% | +61.9% | +74.8% | +106.1% |
| All | +136.6% | +63.1% | +73.5% | +106.1% |
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