+170.6%
SYF vs NVS
+260.1%
-89.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | -2.0% | -1.3% | -0.8% | -1.4% |
| 30D | +1.2% | +9.3% | -8.1% | -3.3% |
| 3M | -9.4% | +5.8% | -15.2% | -13.0% |
| 6M | +4.4% | +7.2% | -2.8% | -1.0% |
| YTD | -11.9% | +20.0% | -31.9% | -22.0% |
| 1Y | -0.4% | +25.4% | -25.8% | -14.2% |
| 3Y | +159.6% | +89.2% | +70.4% | +67.9% |
| 5Y | +60.9% | +134.6% | -73.7% | -13.1% |
| All | +170.6% | +260.1% | -89.5% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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