+713.2%
ON vs SYF
+297.3%
+415.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +2.0% |
| 7D | -4.1% | -4.2% | +0.1% | -1.5% |
| 30D | -10.2% | -1.1% | -9.2% | -9.8% |
| 3M | -12.7% | -7.9% | -4.9% | -8.4% |
| 6M | -32.5% | -1.1% | -31.5% | -33.2% |
| YTD | +28.6% | -12.6% | +41.1% | +36.6% |
| 1Y | +43.4% | -2.4% | +45.8% | +41.6% |
| 3Y | +3.3% | +156.6% | -153.3% | -47.0% |
| 5Y | +22.5% | +61.9% | -39.4% | -17.8% |
| 10Y | +535.7% | +186.5% | +349.3% | +159.8% |
| All | +713.2% | +297.3% | +415.9% | +170.0% |
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