+39,110.5%
NVDA vs SYF
+300.4%
+38,810.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -12.7% | -2.0% | -10.7% | -12.0% |
| 30D | -26.4% | +1.2% | -27.6% | -26.8% |
| 3M | -27.6% | -9.4% | -18.3% | -24.8% |
| 6M | -27.7% | +4.4% | -32.1% | -29.7% |
| YTD | -12.5% | -11.9% | -0.6% | -9.4% |
| 1Y | -12.6% | -0.4% | -12.2% | -14.3% |
| 3Y | +235.9% | +159.6% | +76.4% | +112.8% |
| 5Y | +438.2% | +60.9% | +377.3% | +306.1% |
| 10Y | +7,445.8% | +180.9% | +7,264.9% | +4,074.9% |
| All | +39,110.5% | +300.4% | +38,810.1% | +19,349.5% |
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 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