+449.3%
NVDA vs SYF
+61.4%
+387.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -8.5% | -3.3% | -5.2% | -6.9% |
| 30D | -27.3% | -2.2% | -25.1% | -26.5% |
| 3M | -25.8% | -9.3% | -16.4% | -22.2% |
| 6M | -24.6% | +2.1% | -26.6% | -26.4% |
| YTD | -10.7% | -12.6% | +2.0% | -6.5% |
| 1Y | -14.0% | -3.4% | -10.6% | -15.0% |
| 3Y | +244.9% | +156.5% | +88.4% | +77.5% |
| 5Y | +449.3% | +59.6% | +389.7% | +261.9% |
| All | +449.3% | +61.4% | +387.8% | +261.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling