-2.9%
SHOP vs SYF
+65.2%
-68.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.9% |
| 7D | -5.4% | -2.1% | -3.3% | -3.8% |
| 30D | -10.3% | +2.5% | -12.8% | -12.0% |
| 3M | +1.0% | -6.3% | +7.3% | +5.7% |
| 6M | +41.2% | -1.5% | +42.7% | +41.4% |
| YTD | -7.5% | -10.5% | +3.0% | -1.3% |
| 1Y | -4.6% | +1.5% | -6.1% | -7.5% |
| 3Y | +146.4% | +163.3% | -16.9% | +6.8% |
| All | -2.9% | +65.2% | -68.1% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling