+69.4%
SHEL vs SYF
+160.5%
-91.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +3.0% | -1.3% | +4.3% | +3.1% |
| 30D | +7.2% | -1.1% | +8.3% | +7.3% |
| 3M | +12.9% | +7.4% | +5.5% | +11.6% |
| 6M | +13.7% | +16.2% | -2.5% | +10.8% |
| YTD | +33.7% | -6.1% | +39.8% | +34.4% |
| 1Y | +37.9% | +3.4% | +34.5% | +35.9% |
| All | +69.4% | +160.5% | -91.1% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling