+180.0%
SYF vs OMC
+57.3%
+122.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.6% | +1.6% | -5.1% | -4.7% |
| 30D | -1.7% | +15.3% | -17.1% | -11.4% |
| 3M | -7.8% | +4.5% | -12.3% | -11.5% |
| 6M | +3.4% | +20.8% | -17.4% | -11.5% |
| YTD | -12.2% | +13.5% | -25.7% | -23.4% |
| 1Y | -1.6% | +25.2% | -26.8% | -20.9% |
| 3Y | +157.8% | +30.5% | +127.3% | +91.8% |
| 5Y | +61.9% | +52.7% | +9.2% | +1.8% |
| 10Y | +180.0% | +55.2% | +124.8% | +63.2% |
| All | +180.0% | +57.3% | +122.7% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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