-25.3%
NVTS vs SYF
+56.8%
-82.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.7% |
| 7D | +21.6% | -3.3% | +24.9% | +24.9% |
| 30D | -8.5% | -2.2% | -6.3% | -7.0% |
| 3M | -31.4% | -9.3% | -22.0% | -26.0% |
| 6M | -50.3% | +2.1% | -52.4% | -51.9% |
| YTD | +33.9% | -12.6% | +46.5% | +46.5% |
| 1Y | +10.6% | -3.4% | +14.1% | +11.3% |
| 3Y | +52.7% | +156.5% | -103.8% | -33.2% |
| 5Y | -48.5% | +59.6% | -108.1% | -70.7% |
| All | -25.3% | +56.8% | -82.1% | -56.6% |
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