+74.4%
SYF vs SHAK
-22.8%
+97.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | -0.2% |
| 7D | -4.9% | -8.3% | +3.4% | -2.5% |
| 30D | -4.3% | -12.6% | +8.3% | -0.6% |
| 3M | +5.5% | +9.1% | -3.6% | +2.0% |
| 6M | +17.5% | -31.2% | +48.8% | +27.2% |
| YTD | -7.8% | -21.6% | +13.8% | -4.7% |
| 1Y | +1.6% | -38.8% | +40.4% | +13.2% |
| 3Y | +154.8% | +0.6% | +154.2% | +130.8% |
| All | +74.4% | -22.8% | +97.2% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling