-87.4%
OPEN vs SYF
+246.0%
-333.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.9% |
| 7D | -31.1% | -3.6% | -27.5% | -29.1% |
| 30D | -34.7% | -1.7% | -33.0% | -33.5% |
| 3M | -61.9% | -7.8% | -54.1% | -59.4% |
| 6M | -71.9% | +3.4% | -75.2% | -72.5% |
| YTD | -76.6% | -12.2% | -64.4% | -74.4% |
| 1Y | -83.9% | -1.6% | -82.3% | -83.8% |
| 3Y | -34.4% | +157.8% | -192.1% | -67.3% |
| 5Y | -93.9% | +61.9% | -155.8% | -96.4% |
| All | -87.4% | +246.0% | -333.4% | -92.5% |
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 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