-12.9%
NVTS vs SYF
+64.3%
-77.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -1.9% |
| 7D | +0.5% | -5.5% | +6.0% | +5.2% |
| 30D | -18.0% | -3.9% | -14.2% | -15.4% |
| 3M | -45.6% | +8.9% | -54.5% | -49.7% |
| 6M | +28.5% | +16.2% | +12.2% | +11.3% |
| YTD | +56.2% | -8.4% | +64.6% | +65.1% |
| 1Y | +97.7% | +2.6% | +95.1% | +90.6% |
| 3Y | +35.0% | +156.4% | -121.4% | -40.9% |
| All | -12.9% | +64.3% | -77.2% | -51.1% |
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