+45.4%
NU vs SYF
+78.7%
-33.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.4% |
| 7D | -4.2% | -5.5% | +1.3% | -1.4% |
| 30D | +10.0% | -3.9% | +13.9% | +12.4% |
| 3M | +29.3% | +8.9% | +20.3% | +23.3% |
| 6M | +0.9% | +16.2% | -15.3% | -6.8% |
| YTD | -10.3% | -8.4% | -1.8% | -7.2% |
| 1Y | -3.2% | +2.6% | -5.8% | -5.9% |
| 3Y | +120.6% | +156.4% | -35.8% | +21.9% |
| All | +45.4% | +78.7% | -33.3% | +7.9% |
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