+49.8%
NVTS vs SYF
+159.3%
-109.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.5% |
| 7D | +9.6% | -4.2% | +13.8% | +13.3% |
| 30D | -13.0% | -1.1% | -11.9% | -12.5% |
| 3M | -28.8% | -7.9% | -20.9% | -24.4% |
| 6M | -48.5% | -1.1% | -47.4% | -49.1% |
| YTD | +31.4% | -12.6% | +44.0% | +43.3% |
| 1Y | -2.3% | -2.4% | +0.1% | -2.7% |
| 3Y | +49.8% | +156.6% | -106.8% | -21.5% |
| All | +49.8% | +159.3% | -109.5% | -21.5% |
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 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