+152.2%
SYF vs NVD
-99.1%
+251.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.5% | -6.9% | -2.0% |
| 7D | -5.5% | +9.0% | -14.6% | -4.7% |
| 30D | -3.9% | -5.5% | +1.6% | -4.0% |
| 3M | +8.9% | -24.6% | +33.5% | +6.7% |
| 6M | +16.2% | -42.1% | +58.3% | +11.8% |
| YTD | -8.4% | -44.3% | +35.9% | -11.8% |
| 1Y | +2.6% | -54.2% | +56.8% | -2.4% |
| 3Y | +156.4% | -99.1% | +255.5% | +105.2% |
| All | +152.2% | -99.1% | +251.4% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling