+461.5%
SHW vs SYF
+306.8%
+154.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +3.5% | -2.1% | +5.6% | +4.1% |
| 30D | +9.2% | +2.5% | +6.7% | +8.5% |
| 3M | -5.1% | -6.3% | +1.2% | -3.4% |
| 6M | +6.8% | -1.5% | +8.3% | +7.1% |
| YTD | +7.0% | -10.5% | +17.5% | +9.6% |
| 1Y | +4.1% | +1.5% | +2.6% | +2.9% |
| 3Y | +41.1% | +163.3% | -122.2% | +2.8% |
| 5Y | +12.9% | +66.8% | -53.9% | -9.1% |
| 10Y | +366.3% | +228.5% | +137.8% | +175.5% |
| All | +461.5% | +306.8% | +154.7% | +220.7% |
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 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