+61.0%
SYF vs NVS
+134.2%
-73.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -2.0% | -1.3% | -0.8% | -1.7% |
| 30D | +1.2% | +9.3% | -8.1% | -1.5% |
| 3M | -9.4% | +5.8% | -15.2% | -11.4% |
| 6M | +4.4% | +7.2% | -2.8% | +1.3% |
| YTD | -11.9% | +20.0% | -31.9% | -18.2% |
| 1Y | -0.4% | +25.4% | -25.8% | -9.0% |
| 3Y | +159.6% | +89.2% | +70.4% | +93.8% |
| All | +61.0% | +134.2% | -73.1% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling