+564.3%
NEM vs SYF
+340.9%
+223.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | +2.4% | -2.1% | +0.1% |
| 30D | +23.1% | +0.8% | +22.2% | +23.0% |
| 3M | +18.5% | +13.4% | +5.1% | +17.4% |
| 6M | +7.8% | +16.3% | -8.6% | +6.6% |
| YTD | +29.1% | -3.0% | +32.1% | +29.0% |
| 1Y | +72.7% | +5.7% | +67.0% | +71.6% |
| 3Y | +248.7% | +160.1% | +88.6% | +226.1% |
| 5Y | +148.7% | +88.5% | +60.2% | +133.9% |
| 10Y | +304.8% | +263.1% | +41.7% | +261.8% |
| All | +564.3% | +340.9% | +223.4% | +479.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling