+159.6%
SYF vs NUE
+72.4%
+87.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.4% |
| 7D | -2.0% | +2.8% | -4.8% | -3.4% |
| 30D | +1.2% | -2.1% | +3.3% | +1.7% |
| 3M | -9.4% | -7.3% | -2.0% | -7.0% |
| 6M | +4.4% | +8.9% | -4.5% | -1.8% |
| YTD | -11.9% | +55.6% | -67.5% | -32.1% |
| 1Y | -0.4% | +74.7% | -75.1% | -28.0% |
| 3Y | +159.6% | +71.7% | +87.9% | +75.2% |
| All | +159.6% | +72.4% | +87.1% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling