-74.7%
NKE vs SYF
+77.7%
-152.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.2% | -4.9% | +0.8% | -2.4% |
| 30D | -8.2% | -4.3% | -3.9% | -6.8% |
| 3M | -19.1% | +5.5% | -24.6% | -21.1% |
| 6M | -32.6% | +17.5% | -50.1% | -36.9% |
| YTD | -40.7% | -7.8% | -32.9% | -39.6% |
| 1Y | -48.9% | +1.6% | -50.5% | -49.9% |
| 3Y | -59.2% | +154.8% | -214.0% | -73.3% |
| All | -74.7% | +77.7% | -152.4% | -82.5% |
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