+206.0%
SYF vs OVV
+48.9%
+157.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.3% | -10.7% | +6.5% | -1.4% |
| 30D | +1.0% | -5.3% | +6.3% | +2.2% |
| 3M | -6.4% | +2.4% | -8.8% | -7.6% |
| 6M | +1.0% | +5.7% | -4.7% | -2.0% |
| YTD | -10.7% | +56.8% | -67.5% | -23.5% |
| 1Y | +1.8% | +59.3% | -57.5% | -13.4% |
| 3Y | +165.8% | +49.0% | +116.9% | +126.9% |
| 5Y | +65.9% | +88.1% | -22.2% | +26.0% |
| 10Y | +206.0% | +42.5% | +163.4% | +62.7% |
| All | +206.0% | +48.9% | +157.1% | +62.7% |
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