+523.3%
ON vs SYF
+178.4%
+344.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.2% |
| 7D | +12.2% | -2.0% | +14.3% | +13.6% |
| 30D | -3.1% | +1.2% | -4.3% | -4.1% |
| 3M | -12.9% | -9.4% | -3.5% | -7.5% |
| 6M | -38.6% | +4.4% | -43.0% | -41.2% |
| YTD | +31.2% | -11.9% | +43.1% | +38.9% |
| 1Y | +47.6% | -0.4% | +48.1% | +43.7% |
| 3Y | +6.6% | +159.6% | -152.9% | -46.8% |
| 5Y | +21.3% | +60.9% | -39.6% | -19.4% |
| All | +523.3% | +178.4% | +344.9% | +156.2% |
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