+163.3%
SYF vs NXT
+181.6%
-18.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.8% | -0.9% |
| 7D | -2.1% | +32.2% | -34.4% | -4.9% |
| 30D | +2.5% | +21.9% | -19.4% | +0.4% |
| 3M | -6.3% | +6.6% | -12.8% | -7.2% |
| 6M | -1.5% | -16.8% | +15.3% | -0.9% |
| YTD | -10.5% | +20.4% | -30.9% | -13.9% |
| 1Y | +1.5% | -1.5% | +3.0% | -0.5% |
| 3Y | +163.3% | +182.4% | -19.1% | +116.9% |
| All | +163.3% | +181.6% | -18.4% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling