+2,490.2%
NVDL vs SYF
+125.0%
+2,365.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -10.3% | -4.9% | -5.4% | -7.2% |
| 30D | -7.1% | -4.3% | -2.8% | -4.2% |
| 3M | +6.6% | +5.5% | +1.1% | +1.4% |
| 6M | +21.1% | +17.5% | +3.6% | +7.0% |
| YTD | +15.2% | -7.8% | +23.0% | +19.1% |
| 1Y | +18.8% | +1.6% | +17.2% | +13.8% |
| 3Y | +649.9% | +154.8% | +495.1% | +333.4% |
| All | +2,490.2% | +125.0% | +2,365.1% | +1,496.3% |
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