+91.3%
SYF vs NIO
-90.7%
+182.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.3% |
| 7D | +2.4% | -13.0% | +15.4% | +4.1% |
| 30D | +0.8% | -18.3% | +19.1% | +3.3% |
| 3M | +13.4% | -33.2% | +46.6% | +18.8% |
| 6M | +16.3% | -21.5% | +37.8% | +18.4% |
| YTD | -3.0% | -25.5% | +22.5% | -0.9% |
| 1Y | +5.7% | -38.0% | +43.7% | +9.8% |
| 3Y | +160.1% | -65.5% | +225.6% | +180.0% |
| All | +91.3% | -90.7% | +182.0% | +139.4% |
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