+250.1%
SYF vs SHAK
+87.2%
+162.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -0.3% |
| 7D | -4.9% | -8.3% | +3.4% | -2.2% |
| 30D | -4.3% | -12.6% | +8.3% | -0.1% |
| 3M | +5.5% | +9.1% | -3.6% | +1.6% |
| 6M | +17.5% | -31.2% | +48.8% | +28.3% |
| YTD | -7.8% | -21.6% | +13.8% | -4.3% |
| 1Y | +1.6% | -38.8% | +40.4% | +14.4% |
| 3Y | +154.8% | +0.6% | +154.2% | +125.8% |
| 5Y | +79.5% | -22.5% | +102.0% | +62.5% |
| All | +250.1% | +87.2% | +162.9% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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