+340.9%
SYF vs NVMI
+3,474.4%
-3,133.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -1.6% |
| 7D | +2.4% | +6.6% | -4.2% | +0.3% |
| 30D | +0.8% | -7.5% | +8.4% | +2.9% |
| 3M | +13.4% | -28.5% | +41.9% | +22.9% |
| 6M | +16.3% | -15.7% | +32.1% | +18.0% |
| YTD | -3.0% | +13.3% | -16.3% | -11.9% |
| 1Y | +5.7% | +48.3% | -42.6% | -13.5% |
| 3Y | +160.1% | +191.2% | -31.1% | +55.1% |
| 5Y | +88.5% | +268.7% | -180.2% | -1.5% |
| 10Y | +263.1% | +3,034.8% | -2,771.7% | +1.7% |
| All | +340.9% | +3,474.4% | -3,133.6% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling