-87.0%
OPEN vs SYF
+252.7%
-339.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.3% | -21.5% |
| 7D | -22.2% | -2.1% | -20.1% | -20.9% |
| 30D | -38.3% | +2.5% | -40.8% | -39.2% |
| 3M | -59.4% | -6.3% | -53.1% | -57.3% |
| 6M | -74.4% | -1.5% | -72.9% | -74.1% |
| YTD | -76.0% | -10.5% | -65.5% | -74.1% |
| 1Y | -78.7% | +1.5% | -80.2% | -78.9% |
| 3Y | -30.0% | +163.3% | -193.3% | -65.7% |
| 5Y | -93.7% | +66.8% | -160.5% | -96.3% |
| All | -87.0% | +252.7% | -339.7% | -92.4% |
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