+109.7%
SHEL vs SYF
+340.9%
-231.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.2% | +2.4% | -0.2% | +1.4% |
| 30D | +6.8% | +0.8% | +6.0% | +6.4% |
| 3M | +8.1% | +13.4% | -5.3% | +2.5% |
| 6M | +14.4% | +16.3% | -1.9% | +6.8% |
| YTD | +30.0% | -3.0% | +33.0% | +28.5% |
| 1Y | +33.3% | +5.7% | +27.6% | +27.1% |
| 3Y | +66.4% | +160.1% | -93.7% | +5.9% |
| 5Y | +178.6% | +88.5% | +90.1% | +92.6% |
| 10Y | +198.4% | +263.1% | -64.6% | +39.0% |
| All | +109.7% | +340.9% | -231.2% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling