+167.2%
SYF vs OTIS
-10.9%
+178.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | 0.0% | -4.7% | +4.8% | +2.0% |
| 3M | +11.9% | +1.2% | +10.7% | +11.3% |
| 6M | +18.9% | -20.5% | +39.4% | +30.2% |
| YTD | -4.6% | -18.4% | +13.9% | +3.3% |
| 1Y | +6.4% | -18.1% | +24.5% | +14.7% |
| 3Y | +167.2% | -10.6% | +177.7% | +154.0% |
| All | +167.2% | -10.9% | +178.1% | +154.0% |
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