+3,781.0%
SHOP vs SYF
+178.4%
+3,602.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -1.2% | -2.0% | +0.8% | -0.3% |
| 30D | -14.7% | +1.2% | -15.9% | -15.1% |
| 3M | -7.2% | -9.4% | +2.2% | -3.1% |
| 6M | +54.2% | +4.4% | +49.8% | +50.7% |
| YTD | -8.6% | -11.9% | +3.3% | -3.9% |
| 1Y | +0.5% | -0.4% | +0.9% | +0.2% |
| 3Y | +135.9% | +159.6% | -23.6% | +59.1% |
| 5Y | -11.9% | +60.9% | -72.8% | -31.1% |
| All | +3,781.0% | +178.4% | +3,602.6% | +2,352.9% |
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