+46.0%
ON vs SYF
+4.8%
+41.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.3% |
| 30D | -11.0% | -1.1% | -10.0% | -10.6% |
| 3M | -39.3% | +7.4% | -46.7% | -41.6% |
| 6M | +19.8% | +16.2% | +3.6% | +9.2% |
| YTD | +31.1% | -6.1% | +37.2% | +33.7% |
| 1Y | +46.0% | +3.4% | +42.6% | +35.5% |
| All | +46.0% | +4.8% | +41.2% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling