+5.9%
OXY vs SYF
+255.8%
-249.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.5% |
| 7D | +1.4% | -5.5% | +6.9% | +4.3% |
| 30D | +4.0% | -3.9% | +7.9% | +5.8% |
| 3M | +7.6% | +8.9% | -1.3% | +0.8% |
| 6M | +16.2% | +16.2% | 0.0% | +3.3% |
| YTD | +50.8% | -8.4% | +59.3% | +50.8% |
| 1Y | +34.7% | +2.6% | +32.1% | +25.3% |
| 3Y | -1.0% | +156.4% | -157.4% | -50.6% |
| 5Y | +163.2% | +78.2% | +85.0% | +54.1% |
| All | +5.9% | +255.8% | -249.9% | -58.2% |
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