+158.6%
SYF vs NVD
-99.2%
+257.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.4% |
| 7D | -1.3% | +0.5% | -1.9% | -1.2% |
| 30D | -1.1% | -9.3% | +8.2% | -1.7% |
| 3M | +7.4% | -22.1% | +29.5% | +5.7% |
| 6M | +16.2% | -45.8% | +62.0% | +11.0% |
| YTD | -6.1% | -46.7% | +40.6% | -10.0% |
| 1Y | +3.4% | -59.5% | +62.8% | -2.9% |
| 3Y | +162.9% | -99.2% | +262.0% | +109.5% |
| All | +158.6% | -99.2% | +257.8% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling