+300.4%
SYF vs OMC
+85.1%
+215.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.1% |
| 7D | -2.0% | +1.9% | -3.9% | -3.3% |
| 30D | +1.2% | +12.2% | -11.0% | -7.0% |
| 3M | -9.4% | +0.6% | -10.0% | -10.6% |
| 6M | +4.4% | +21.0% | -16.6% | -10.7% |
| YTD | -11.9% | +12.4% | -24.3% | -22.6% |
| 1Y | -0.4% | +25.4% | -25.8% | -19.9% |
| 3Y | +159.6% | +29.2% | +130.4% | +95.5% |
| 5Y | +60.9% | +52.6% | +8.3% | +2.5% |
| 10Y | +180.9% | +53.6% | +127.3% | +66.3% |
| All | +300.4% | +85.1% | +215.3% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling