+28.0%
NU vs SYF
+72.0%
-44.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.8% | +10.9% | +11.3% |
| 7D | +9.9% | -2.0% | +11.9% | +11.1% |
| 30D | -11.5% | +1.2% | -12.7% | -12.3% |
| 3M | -5.1% | -9.4% | +4.3% | -0.5% |
| 6M | +3.1% | +4.4% | -1.3% | +0.2% |
| YTD | -21.0% | -11.9% | -9.1% | -17.0% |
| 1Y | -15.2% | -0.4% | -14.8% | -16.4% |
| 3Y | +56.4% | +159.6% | -103.1% | -14.4% |
| All | +28.0% | +72.0% | -44.0% | -3.5% |
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 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