+340.9%
SYF vs OMC
+72.0%
+268.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.8% |
| 7D | +2.4% | -6.4% | +8.8% | +6.9% |
| 30D | +0.8% | +1.1% | -0.3% | -0.5% |
| 3M | +13.4% | +10.4% | +3.0% | +4.5% |
| 6M | +16.3% | -1.7% | +18.0% | +15.8% |
| YTD | -3.0% | +4.4% | -7.5% | -9.8% |
| 1Y | +5.7% | +8.4% | -2.7% | -5.8% |
| 3Y | +160.1% | +14.4% | +145.7% | +115.9% |
| 5Y | +88.5% | +33.9% | +54.6% | +33.3% |
| 10Y | +263.1% | +34.9% | +228.2% | +135.8% |
| All | +340.9% | +72.0% | +268.9% | +153.8% |
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