+216.1%
SHEL vs SYF
+176.2%
+40.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.6% | -3.3% | +1.7% | -0.4% |
| 30D | -4.3% | -2.2% | -2.1% | -3.7% |
| 3M | +10.4% | -9.3% | +19.7% | +13.7% |
| 6M | +17.5% | +2.1% | +15.5% | +15.1% |
| YTD | +37.8% | -12.6% | +50.4% | +40.9% |
| 1Y | +33.8% | -3.4% | +37.2% | +31.5% |
| 3Y | +69.1% | +156.5% | -87.4% | +6.5% |
| 5Y | +165.7% | +59.6% | +106.1% | +95.3% |
| All | +216.1% | +176.2% | +40.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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