+300.4%
SYF vs NUE
+558.8%
-258.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +2.6% |
| 7D | -2.0% | +2.8% | -4.8% | -3.6% |
| 30D | +1.2% | -2.1% | +3.3% | +1.7% |
| 3M | -9.4% | -7.3% | -2.0% | -6.8% |
| 6M | +4.4% | +8.9% | -4.5% | -2.2% |
| YTD | -11.9% | +55.6% | -67.5% | -32.6% |
| 1Y | -0.4% | +74.7% | -75.1% | -28.5% |
| 3Y | +159.6% | +71.7% | +87.9% | +81.5% |
| 5Y | +60.9% | +141.2% | -80.3% | -14.2% |
| 10Y | +180.9% | +429.6% | -248.7% | -19.1% |
| All | +300.4% | +558.8% | -258.4% | +6.8% |
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