+154.8%
SYF vs OSCR
+401.8%
-247.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -4.9% | +1.6% | -6.5% | -5.0% |
| 30D | -4.3% | +10.7% | -15.0% | -5.1% |
| 3M | +5.5% | +13.4% | -7.8% | +4.3% |
| 6M | +17.5% | +144.6% | -127.0% | +9.2% |
| YTD | -7.8% | +128.0% | -135.8% | -14.0% |
| 1Y | +1.6% | +68.7% | -67.0% | -3.9% |
| 3Y | +154.8% | +398.8% | -244.0% | +96.0% |
| All | +154.8% | +401.8% | -247.0% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 3y: compounded portfolio wealth divided by compounded OSCR 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…
3y analysis · Full analysis span regression · 6 months rolling