+284.1%
SHW vs SYF
+257.7%
+26.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -3.2% | -1.3% | -1.9% | -2.8% |
| 30D | -11.4% | -1.1% | -10.3% | -11.2% |
| 3M | +3.5% | +7.4% | -3.9% | +1.3% |
| 6M | -3.4% | +16.2% | -19.6% | -7.5% |
| YTD | -0.3% | -6.1% | +5.8% | +0.8% |
| 1Y | -10.4% | +3.4% | -13.8% | -12.0% |
| 3Y | +21.3% | +162.9% | -141.5% | -12.3% |
| 5Y | +12.9% | +85.6% | -72.7% | -12.5% |
| 10Y | +284.1% | +262.7% | +21.4% | +109.7% |
| All | +284.1% | +257.7% | +26.4% | +109.7% |
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