+201.0%
SYF vs NIO
-36.7%
+237.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.2% |
| 7D | +2.4% | -13.0% | +15.4% | +3.8% |
| 30D | +0.8% | -18.3% | +19.1% | +2.8% |
| 3M | +13.4% | -33.2% | +46.6% | +17.9% |
| 6M | +16.3% | -21.5% | +37.8% | +18.1% |
| YTD | -3.0% | -25.5% | +22.5% | -1.2% |
| 1Y | +5.7% | -38.0% | +43.7% | +9.1% |
| 3Y | +160.1% | -65.5% | +225.6% | +173.5% |
| 5Y | +88.5% | -90.6% | +179.1% | +113.4% |
| All | +201.0% | -36.7% | +237.6% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling