+140.2%
NI vs SYF
+258.4%
-118.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | 0.0% | -4.9% | +5.0% | +1.0% |
| 30D | -1.4% | -4.3% | +2.9% | -0.6% |
| 3M | -10.6% | +5.5% | -16.1% | -11.7% |
| 6M | -9.3% | +17.5% | -26.8% | -12.5% |
| YTD | +1.1% | -7.8% | +8.9% | +1.9% |
| 1Y | +3.4% | +1.6% | +1.7% | +2.0% |
| 3Y | +67.9% | +154.8% | -86.9% | +33.4% |
| 5Y | +98.0% | +79.5% | +18.5% | +64.9% |
| All | +140.2% | +258.4% | -118.2% | +58.8% |
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