+34.6%
OWL vs SYF
+168.1%
-133.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.3% |
| 7D | -6.4% | -1.3% | -5.1% | -5.6% |
| 30D | -5.0% | -1.1% | -3.9% | -4.4% |
| 3M | +15.4% | +7.4% | +8.0% | +10.1% |
| 6M | +15.5% | +16.2% | -0.7% | +5.2% |
| YTD | -22.7% | -6.1% | -16.5% | -20.7% |
| 1Y | -34.1% | +3.4% | -37.4% | -36.1% |
| 3Y | +5.1% | +162.9% | -157.8% | -38.7% |
| 5Y | -11.5% | +85.6% | -97.1% | -43.8% |
| All | +34.6% | +168.1% | -133.5% | -11.4% |
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 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