+154.3%
O vs SYF
+297.3%
-143.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.6% |
| 7D | +3.5% | -4.2% | +7.7% | +4.7% |
| 30D | +10.4% | -1.1% | +11.5% | +10.6% |
| 3M | -2.4% | -7.9% | +5.5% | -0.5% |
| 6M | -1.2% | -1.1% | -0.1% | -1.6% |
| YTD | +10.4% | -12.6% | +23.0% | +12.8% |
| 1Y | +11.4% | -2.4% | +13.8% | +10.3% |
| 3Y | +40.4% | +156.6% | -116.2% | -0.8% |
| 5Y | +12.1% | +61.9% | -49.7% | -11.5% |
| 10Y | +82.7% | +186.5% | -103.7% | -1.2% |
| All | +154.3% | +297.3% | -143.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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