+306.8%
SYF vs OVV
-27.3%
+334.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.1% | -16.7% | +14.5% | +1.9% |
| 30D | +2.5% | -1.5% | +4.0% | +2.6% |
| 3M | -6.3% | +1.6% | -7.8% | -7.1% |
| 6M | -1.5% | +2.0% | -3.5% | -3.2% |
| YTD | -10.5% | +56.8% | -67.3% | -21.5% |
| 1Y | +1.5% | +64.8% | -63.3% | -12.2% |
| 3Y | +163.3% | +38.3% | +125.0% | +134.4% |
| 5Y | +66.8% | +84.9% | -18.1% | +33.5% |
| 10Y | +228.5% | +54.5% | +174.0% | +91.3% |
| All | +306.8% | -27.3% | +334.1% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling