+159.6%
SYF vs NVD
-98.4%
+257.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +1.2% |
| 7D | -2.0% | +28.6% | -30.6% | +0.6% |
| 30D | +1.2% | +73.6% | -72.4% | +7.3% |
| 3M | -9.4% | +70.1% | -79.4% | -3.7% |
| 6M | +4.4% | +53.6% | -49.2% | +10.9% |
| YTD | -11.9% | -7.0% | -4.9% | -10.3% |
| 1Y | -0.4% | -9.0% | +8.6% | +1.4% |
| 3Y | +159.6% | -98.3% | +257.9% | +131.2% |
| All | +159.6% | -98.4% | +257.9% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling