+592.8%
ON vs SYF
+263.6%
+329.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.4% |
| 7D | -2.2% | +2.6% | -4.8% | -3.8% |
| 30D | -12.4% | 0.0% | -12.5% | -12.5% |
| 3M | -41.2% | +11.9% | -53.1% | -45.9% |
| 6M | +25.0% | +18.9% | +6.1% | +10.0% |
| YTD | +31.3% | -4.6% | +35.9% | +32.3% |
| 1Y | +45.4% | +6.4% | +39.0% | +36.0% |
| 3Y | -27.4% | +167.2% | -194.6% | -64.3% |
| 5Y | +58.5% | +92.3% | -33.9% | -5.9% |
| All | +592.8% | +263.6% | +329.2% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling