+117.5%
SYF vs OSCR
-11.8%
+129.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.3% |
| 7D | -1.3% | +4.7% | -6.0% | -1.8% |
| 30D | -1.1% | +14.8% | -15.9% | -2.4% |
| 3M | +7.4% | +16.7% | -9.3% | +5.5% |
| 6M | +16.2% | +127.5% | -111.3% | +6.5% |
| YTD | -6.1% | +121.0% | -127.1% | -13.9% |
| 1Y | +3.4% | +58.4% | -55.0% | -3.1% |
| 3Y | +162.9% | +392.4% | -229.6% | +105.5% |
| 5Y | +85.6% | +80.5% | +5.1% | +39.8% |
| All | +117.5% | -11.8% | +129.3% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling