+126.3%
SYF vs NXT
+173.5%
-47.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -4.9% | -1.9% | -3.0% | -4.7% |
| 30D | -4.3% | -20.0% | +15.7% | -2.0% |
| 3M | +5.5% | -30.7% | +36.3% | +9.4% |
| 6M | +17.5% | -29.0% | +46.5% | +20.3% |
| YTD | -7.8% | -4.8% | -2.9% | -9.4% |
| 1Y | +1.6% | +22.8% | -21.2% | -3.8% |
| 3Y | +154.8% | +93.9% | +60.9% | +115.3% |
| All | +126.3% | +173.5% | -47.2% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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