-86.9%
OPEN vs SYF
+251.8%
-338.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | -21.7% | -4.3% | -17.4% | -19.1% |
| 30D | -36.5% | +1.0% | -37.5% | -36.7% |
| 3M | -59.5% | -6.4% | -53.1% | -57.4% |
| 6M | -71.9% | +1.0% | -72.9% | -72.1% |
| YTD | -75.8% | -10.7% | -65.1% | -73.9% |
| 1Y | -78.5% | +1.8% | -80.3% | -78.8% |
| 3Y | -30.2% | +165.8% | -196.0% | -66.0% |
| 5Y | -93.3% | +65.9% | -159.2% | -96.1% |
| All | -86.9% | +251.8% | -338.8% | -92.3% |
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