+159.6%
SYF vs OTIS
+0.6%
+159.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.5% |
| 30D | +1.2% | +12.8% | -11.6% | -3.4% |
| 3M | -9.4% | +7.4% | -16.7% | -11.9% |
| 6M | +4.4% | +7.7% | -3.3% | +1.3% |
| YTD | -11.9% | -9.3% | -2.7% | -9.0% |
| 1Y | -0.4% | -12.1% | +11.7% | +4.2% |
| 3Y | +159.6% | +0.6% | +158.9% | +144.1% |
| All | +159.6% | +0.6% | +159.0% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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