+333.7%
SYF vs NUE
+569.5%
-235.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | +2.6% | +1.8% | +0.8% | +1.6% |
| 30D | 0.0% | -6.0% | +6.0% | +3.1% |
| 3M | +11.9% | +1.4% | +10.5% | +10.2% |
| 6M | +18.9% | +52.8% | -33.9% | -6.7% |
| YTD | -4.6% | +58.1% | -62.7% | -26.9% |
| 1Y | +6.4% | +80.4% | -74.0% | -24.7% |
| 3Y | +167.2% | +62.3% | +104.9% | +93.6% |
| 5Y | +92.3% | +146.2% | -53.8% | +1.6% |
| 10Y | +263.2% | +549.5% | -286.3% | -1.1% |
| All | +333.7% | +569.5% | -235.8% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling