+48.8%
NU vs SYF
+89.3%
-40.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +7.5% | +2.4% | +5.1% | +6.2% |
| 30D | +6.1% | +0.8% | +5.3% | +5.8% |
| 3M | +26.8% | +13.4% | +13.4% | +18.5% |
| 6M | +2.5% | +16.3% | -13.9% | -5.5% |
| YTD | -8.2% | -3.0% | -5.2% | -7.8% |
| 1Y | +3.4% | +5.7% | -2.4% | -1.1% |
| 3Y | +116.2% | +160.1% | -43.9% | +19.2% |
| All | +48.8% | +89.3% | -40.6% | +7.2% |
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