+160.0%
SYF vs NVT
+488.5%
-328.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -2.0% | +8.0% | -10.0% | -6.5% |
| 30D | +1.2% | -24.8% | +26.0% | +15.2% |
| 3M | -9.4% | -32.4% | +23.1% | +8.2% |
| 6M | +4.4% | -33.5% | +37.9% | +22.4% |
| YTD | -11.9% | +13.2% | -25.1% | -30.0% |
| 1Y | -0.4% | +9.0% | -9.4% | -19.3% |
| 3Y | +159.6% | +129.4% | +30.2% | +11.0% |
| 5Y | +60.9% | +230.1% | -169.2% | -49.9% |
| All | +160.0% | +488.5% | -328.5% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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