+159.6%
SYF vs NVS
+90.8%
+68.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -2.0% | -1.3% | -0.8% | -1.8% |
| 30D | +1.2% | +9.3% | -8.1% | -0.4% |
| 3M | -9.4% | +5.8% | -15.2% | -10.5% |
| 6M | +4.4% | +7.2% | -2.8% | +2.7% |
| YTD | -11.9% | +20.0% | -31.9% | -15.4% |
| 1Y | -0.4% | +25.4% | -25.8% | -5.2% |
| 3Y | +159.6% | +89.2% | +70.4% | +121.0% |
| All | +159.6% | +90.8% | +68.8% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling