-21.7%
ONON vs SYF
+77.6%
-99.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.7% |
| 7D | -2.1% | -4.9% | +2.8% | +0.6% |
| 30D | -11.6% | -4.3% | -7.3% | -9.5% |
| 3M | -30.1% | +5.5% | -35.6% | -32.6% |
| 6M | -30.5% | +17.5% | -48.0% | -36.8% |
| YTD | -41.0% | -7.8% | -33.2% | -39.2% |
| 1Y | -36.7% | +1.6% | -38.3% | -38.3% |
| 3Y | -8.6% | +154.8% | -163.4% | -50.6% |
| All | -21.7% | +77.6% | -99.2% | -53.0% |
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 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