+61.0%
SYF vs NUE
+143.0%
-82.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.3% |
| 7D | -2.0% | +2.8% | -4.8% | -3.3% |
| 30D | +1.2% | -2.1% | +3.3% | +1.7% |
| 3M | -9.4% | -7.3% | -2.0% | -7.2% |
| 6M | +4.4% | +8.9% | -4.5% | -1.1% |
| YTD | -11.9% | +55.6% | -67.5% | -29.8% |
| 1Y | -0.4% | +74.7% | -75.1% | -24.8% |
| 3Y | +159.6% | +71.7% | +87.9% | +90.4% |
| All | +61.0% | +143.0% | -82.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling