+186.3%
SYF vs NVT
+699.2%
-513.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.5% |
| 7D | +2.4% | +5.1% | -2.7% | -0.8% |
| 30D | +0.8% | -3.7% | +4.6% | +2.5% |
| 3M | +13.4% | -10.1% | +23.5% | +17.5% |
| 6M | +16.3% | +37.5% | -21.1% | -11.5% |
| YTD | -3.0% | +53.7% | -56.7% | -32.3% |
| 1Y | +5.7% | +70.9% | -65.1% | -32.8% |
| 3Y | +160.1% | +180.4% | -20.3% | +5.1% |
| 5Y | +88.5% | +393.5% | -305.0% | -52.5% |
| All | +186.3% | +699.2% | -513.0% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling