+352.7%
NI vs SYF
+297.1%
+55.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +3.1% | -3.3% | +6.3% | +3.7% |
| 30D | +11.2% | -2.2% | +13.3% | +11.5% |
| 3M | +9.8% | -9.3% | +19.2% | +11.6% |
| 6M | -1.6% | +2.1% | -3.7% | -2.4% |
| YTD | +12.6% | -12.6% | +25.3% | +14.4% |
| 1Y | +7.8% | -3.4% | +11.2% | +7.4% |
| 3Y | +100.5% | +156.5% | -56.0% | +61.0% |
| 5Y | +114.4% | +59.6% | +54.8% | +84.7% |
| 10Y | +193.9% | +178.6% | +15.3% | +100.6% |
| All | +352.7% | +297.1% | +55.6% | +182.4% |
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