+2,672.5%
NVDL vs SYF
+132.8%
+2,539.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.9% |
| 7D | +7.3% | +2.6% | +4.7% | +5.6% |
| 30D | -0.7% | 0.0% | -0.7% | -0.6% |
| 3M | +9.5% | +11.9% | -2.4% | +0.1% |
| 6M | +41.6% | +18.9% | +22.7% | +24.1% |
| YTD | +23.3% | -4.6% | +27.9% | +24.6% |
| 1Y | +40.3% | +6.4% | +33.9% | +30.0% |
| 3Y | +692.2% | +167.2% | +525.0% | +343.5% |
| All | +2,672.5% | +132.8% | +2,539.7% | +1,569.5% |
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