+639.6%
ON vs SYF
+306.8%
+332.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -11.7% | -2.1% | -9.5% | -10.5% |
| 30D | -23.3% | +2.5% | -25.8% | -24.6% |
| 3M | -19.2% | -6.3% | -12.9% | -16.0% |
| 6M | -40.1% | -1.5% | -38.7% | -40.5% |
| YTD | +16.9% | -10.5% | +27.4% | +22.5% |
| 1Y | +29.7% | +1.5% | +28.2% | +25.0% |
| 3Y | -4.4% | +163.3% | -167.7% | -51.7% |
| 5Y | +7.1% | +66.8% | -59.7% | -29.4% |
| 10Y | +447.2% | +228.5% | +218.7% | +107.8% |
| All | +639.6% | +306.8% | +332.8% | +142.2% |
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 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