+74.4%
SYF vs NVMI
+261.9%
-187.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -4.3% | -8.4% | +4.1% | -2.3% |
| 3M | +5.5% | -33.6% | +39.1% | +15.7% |
| 6M | +17.5% | -14.7% | +32.2% | +18.4% |
| YTD | -7.8% | +13.2% | -21.0% | -15.5% |
| 1Y | +1.6% | +29.0% | -27.4% | -11.5% |
| 3Y | +154.8% | +215.0% | -60.2% | +52.9% |
| All | +74.4% | +261.9% | -187.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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