+85.6%
SYF vs OTIS
-17.1%
+102.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | -1.3% | -2.2% | +0.8% | 0.0% |
| 30D | -1.1% | -4.3% | +3.2% | +1.5% |
| 3M | +7.4% | -2.2% | +9.6% | +8.6% |
| 6M | +16.2% | -19.9% | +36.1% | +32.4% |
| YTD | -6.1% | -19.3% | +13.2% | +6.2% |
| 1Y | +3.4% | -19.6% | +22.9% | +16.8% |
| 3Y | +162.9% | -11.5% | +174.4% | +161.1% |
| 5Y | +85.6% | -16.8% | +102.4% | +80.1% |
| All | +85.6% | -17.1% | +102.7% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling