+43.0%
NVTS vs SYF
+160.5%
-117.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.1% |
| 7D | +3.5% | -1.3% | +4.8% | +4.5% |
| 30D | -11.9% | -1.1% | -10.8% | -11.3% |
| 3M | -49.2% | +7.4% | -56.6% | -52.3% |
| 6M | +38.4% | +16.2% | +22.2% | +20.4% |
| YTD | +62.5% | -6.1% | +68.6% | +68.2% |
| 1Y | +101.4% | +3.4% | +98.0% | +93.2% |
| All | +43.0% | +160.5% | -117.5% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling