+306.3%
NI vs SYF
+340.9%
-34.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +2.0% | +2.4% | -0.4% | +1.6% |
| 30D | -3.5% | +0.8% | -4.4% | -3.7% |
| 3M | -9.1% | +13.4% | -22.5% | -11.4% |
| 6M | -11.8% | +16.3% | -28.2% | -14.6% |
| YTD | +1.1% | -3.0% | +4.1% | +0.9% |
| 1Y | +6.7% | +5.7% | +1.0% | +4.6% |
| 3Y | +71.1% | +160.1% | -89.0% | +37.2% |
| 5Y | +94.3% | +88.5% | +5.8% | +61.9% |
| 10Y | +135.8% | +263.1% | -127.3% | +55.9% |
| All | +306.3% | +340.9% | -34.6% | +149.0% |
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