+66.8%
SHEL vs SYF
+158.6%
-91.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -3.9% | -3.6% | -0.4% | -3.6% |
| 30D | -3.7% | -1.7% | -1.9% | -3.5% |
| 3M | +9.1% | -7.8% | +16.9% | +9.8% |
| 6M | +16.7% | +3.4% | +13.3% | +15.6% |
| YTD | +36.8% | -12.2% | +49.0% | +38.5% |
| 1Y | +31.8% | -1.6% | +33.4% | +30.4% |
| All | +66.8% | +158.6% | -91.8% | +36.8% |
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