+192.3%
SHEL vs SYF
+89.2%
+103.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +3.0% | -1.3% | +4.3% | +3.2% |
| 30D | +7.2% | -1.1% | +8.3% | +7.3% |
| 3M | +12.9% | +7.4% | +5.5% | +10.9% |
| 6M | +13.7% | +16.2% | -2.5% | +9.6% |
| YTD | +33.7% | -6.1% | +39.8% | +34.1% |
| 1Y | +37.9% | +3.4% | +34.5% | +35.1% |
| 3Y | +70.2% | +162.9% | -92.6% | +29.8% |
| 5Y | +192.3% | +85.6% | +106.7% | +135.8% |
| All | +192.3% | +89.2% | +103.1% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling