+170.6%
SYF vs OVV
+58.9%
+111.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | -2.0% | +8.0% | -10.1% | -4.1% |
| 30D | +1.2% | -2.0% | +3.2% | +1.4% |
| 3M | -9.4% | +5.4% | -14.8% | -11.1% |
| 6M | +4.4% | +14.3% | -9.9% | -0.8% |
| YTD | -11.9% | +69.4% | -81.3% | -26.1% |
| 1Y | -0.4% | +72.4% | -72.8% | -17.0% |
| 3Y | +159.6% | +58.4% | +101.2% | +117.9% |
| 5Y | +60.9% | +106.1% | -45.2% | +19.3% |
| All | +170.6% | +58.9% | +111.7% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling