+2,989.4%
SHOP vs SYF
+257.7%
+2,731.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -4.7% |
| 7D | -10.6% | -1.3% | -9.3% | -10.0% |
| 30D | -18.3% | -1.1% | -17.2% | -17.9% |
| 3M | +14.8% | +7.4% | +7.4% | +11.1% |
| 6M | -5.0% | +16.2% | -21.2% | -11.2% |
| YTD | -21.2% | -6.1% | -15.1% | -19.4% |
| 1Y | -11.6% | +3.4% | -15.0% | -13.2% |
| 3Y | +101.2% | +162.9% | -61.6% | +35.7% |
| 5Y | -15.7% | +85.6% | -101.3% | -36.9% |
| 10Y | +2,989.4% | +262.7% | +2,726.7% | +1,736.0% |
| All | +2,989.4% | +257.7% | +2,731.7% | +1,736.0% |
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