+92.3%
SYF vs OMC
+32.6%
+59.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.6% |
| 7D | +2.6% | -5.8% | +8.4% | +5.8% |
| 30D | 0.0% | -4.8% | +4.9% | +2.5% |
| 3M | +11.9% | +9.2% | +2.7% | +5.5% |
| 6M | +18.9% | -2.5% | +21.4% | +19.3% |
| YTD | -4.6% | +2.6% | -7.1% | -8.3% |
| 1Y | +6.4% | +5.9% | +0.4% | -1.0% |
| 3Y | +167.2% | +14.2% | +153.0% | +127.4% |
| 5Y | +92.3% | +33.2% | +59.1% | +35.1% |
| All | +92.3% | +32.6% | +59.7% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling