+768.9%
ON vs SYF
+340.9%
+428.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +2.4% | +2.4% | 0.0% | +0.9% |
| 30D | -3.3% | +0.8% | -4.1% | -3.9% |
| 3M | -43.6% | +13.4% | -57.0% | -48.4% |
| 6M | +19.0% | +16.3% | +2.6% | +6.5% |
| YTD | +37.4% | -3.0% | +40.4% | +36.9% |
| 1Y | +54.8% | +5.7% | +49.1% | +45.5% |
| 3Y | -25.2% | +160.1% | -185.3% | -62.0% |
| 5Y | +62.7% | +88.5% | -25.8% | -1.0% |
| 10Y | +574.3% | +263.1% | +311.3% | +140.8% |
| All | +768.9% | +340.9% | +428.0% | +170.7% |
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