+14,551.4%
NVDA vs SYF
+255.8%
+14,295.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.2% |
| 7D | -4.3% | -5.5% | +1.2% | -2.0% |
| 30D | +0.5% | -3.9% | +4.4% | +2.1% |
| 3M | +9.1% | +8.9% | +0.2% | +4.5% |
| 6M | +18.5% | +16.2% | +2.2% | +10.2% |
| YTD | +17.4% | -8.4% | +25.8% | +19.8% |
| 1Y | +23.4% | +2.6% | +20.8% | +19.5% |
| 3Y | +380.6% | +156.4% | +224.2% | +205.2% |
| 5Y | +875.7% | +78.2% | +797.5% | +605.1% |
| All | +14,551.4% | +255.8% | +14,295.6% | +7,589.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling