+223.3%
SYF vs SHAK
+43.4%
+179.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.8% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | 0.0% | -5.2% | +5.3% | +1.5% |
| 3M | +11.9% | +27.3% | -15.3% | +3.8% |
| 6M | +18.9% | -27.9% | +46.8% | +26.6% |
| YTD | -4.6% | -17.0% | +12.4% | -2.9% |
| 1Y | +6.4% | -30.9% | +37.3% | +13.7% |
| 3Y | +167.2% | +3.4% | +163.8% | +143.2% |
| 5Y | +92.3% | -20.5% | +112.8% | +78.3% |
| 10Y | +263.2% | +88.3% | +174.9% | +160.8% |
| All | +223.3% | +43.4% | +179.9% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling