-7.8%
NVTS vs SYF
+74.0%
-81.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.2% |
| 7D | +2.7% | +2.4% | +0.3% | +0.7% |
| 30D | -4.5% | +0.8% | -5.3% | -5.2% |
| 3M | -61.5% | +13.4% | -74.9% | -65.6% |
| 6M | +28.0% | +16.3% | +11.6% | +11.0% |
| YTD | +65.3% | -3.0% | +68.3% | +66.7% |
| 1Y | +113.0% | +5.7% | +107.3% | +100.4% |
| 3Y | +34.7% | +160.1% | -125.4% | -41.6% |
| All | -7.8% | +74.0% | -81.9% | -50.7% |
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 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