+444.6%
SHW vs SYF
+340.9%
+103.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | +2.4% | -5.6% | -3.9% |
| 30D | -9.5% | +0.8% | -10.4% | -9.8% |
| 3M | +11.5% | +13.4% | -1.9% | +7.5% |
| 6M | -3.5% | +16.3% | -19.9% | -7.7% |
| YTD | +3.7% | -3.0% | +6.7% | +3.9% |
| 1Y | -7.9% | +5.7% | -13.6% | -10.1% |
| 3Y | +24.7% | +160.1% | -135.4% | -8.8% |
| 5Y | +13.6% | +88.5% | -74.9% | -11.8% |
| 10Y | +283.0% | +263.1% | +19.9% | +120.1% |
| All | +444.6% | +340.9% | +103.7% | +204.0% |
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 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