+14,535.0%
NVDA vs SYF
+255.8%
+14,279.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.4% |
| 7D | -4.4% | -5.5% | +1.1% | -2.1% |
| 30D | +0.4% | -3.9% | +4.3% | +2.0% |
| 3M | +9.0% | +8.9% | 0.0% | +4.4% |
| 6M | +18.3% | +16.2% | +2.1% | +10.1% |
| YTD | +17.2% | -8.4% | +25.7% | +19.6% |
| 1Y | +23.3% | +2.6% | +20.7% | +19.4% |
| 3Y | +380.0% | +156.4% | +223.7% | +204.8% |
| 5Y | +874.6% | +78.2% | +796.5% | +604.3% |
| All | +14,535.0% | +255.8% | +14,279.2% | +7,581.0% |
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