+120.8%
SHEL vs SYF
+299.1%
-178.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.9% | -3.6% | -0.4% | -2.7% |
| 30D | -3.7% | -1.7% | -1.9% | -3.2% |
| 3M | +9.1% | -7.8% | +16.9% | +11.7% |
| 6M | +16.7% | +3.4% | +13.3% | +13.7% |
| YTD | +36.8% | -12.2% | +49.0% | +39.6% |
| 1Y | +31.8% | -1.6% | +33.4% | +28.6% |
| 3Y | +67.9% | +157.8% | -89.9% | +6.6% |
| 5Y | +163.3% | +61.9% | +101.4% | +93.1% |
| 10Y | +210.7% | +180.0% | +30.7% | +58.3% |
| All | +120.8% | +299.1% | -178.3% | +1.6% |
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