+8,434.7%
SHOP vs SYF
+215.0%
+8,219.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -5.1% | +2.4% | -7.5% | -6.1% |
| 30D | +0.6% | +0.8% | -0.3% | +0.2% |
| 3M | +25.0% | +13.4% | +11.6% | +17.9% |
| 6M | +11.9% | +16.3% | -4.4% | +4.5% |
| YTD | -9.9% | -3.0% | -6.9% | -9.2% |
| 1Y | 0.0% | +5.7% | -5.8% | -2.9% |
| 3Y | +117.5% | +160.1% | -42.6% | +46.0% |
| 5Y | -6.6% | +88.5% | -95.2% | -30.7% |
| 10Y | +3,320.3% | +263.1% | +3,057.3% | +1,787.3% |
| All | +8,434.7% | +215.0% | +8,219.7% | +5,242.1% |
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 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