+3,647.2%
SHOP vs SYF
+219.4%
+3,427.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -2.7% | -4.3% | +1.6% | -0.7% |
| 30D | -11.0% | +1.0% | -12.0% | -11.3% |
| 3M | +0.3% | -6.4% | +6.7% | +3.2% |
| 6M | +37.7% | +1.0% | +36.7% | +36.8% |
| YTD | -5.5% | -10.7% | +5.2% | -1.3% |
| 1Y | -0.2% | +1.8% | -2.0% | -1.4% |
| 3Y | +151.9% | +165.8% | -14.0% | +68.8% |
| 5Y | -2.2% | +65.9% | -68.1% | -24.2% |
| 10Y | +3,647.2% | +206.0% | +3,441.2% | +2,407.8% |
| All | +3,647.2% | +219.4% | +3,427.8% | +2,407.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling