+66.5%
SYF vs NIO
-92.1%
+158.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.4% | -1.2% |
| 7D | -2.1% | +5.6% | -7.7% | -2.8% |
| 30D | +2.5% | -4.2% | +6.8% | +2.9% |
| 3M | -6.3% | -26.3% | +20.0% | -3.0% |
| 6M | -1.5% | -42.5% | +41.1% | +4.7% |
| YTD | -10.5% | -33.5% | +23.0% | -7.4% |
| 1Y | +1.5% | -52.7% | +54.2% | +9.6% |
| 3Y | +163.3% | -57.5% | +220.7% | +173.0% |
| All | +66.5% | -92.1% | +158.6% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 5y: compounded portfolio wealth divided by compounded NIO 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…
5y analysis · Full analysis span regression · 6 months rolling