+154.1%
O vs SYF
+305.8%
-151.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +3.3% | -4.3% | +7.6% | +4.5% |
| 30D | +10.3% | +1.0% | +9.3% | +10.0% |
| 3M | -3.5% | -6.4% | +2.9% | -2.0% |
| 6M | -1.3% | +1.0% | -2.3% | -2.2% |
| YTD | +10.3% | -10.7% | +21.1% | +12.1% |
| 1Y | +10.4% | +1.8% | +8.6% | +8.1% |
| 3Y | +40.0% | +165.8% | -125.9% | -2.1% |
| 5Y | +12.4% | +65.9% | -53.6% | -12.0% |
| 10Y | +78.2% | +206.0% | -127.8% | -4.3% |
| All | +154.1% | +305.8% | -151.6% | +31.6% |
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