+1,046.6%
AXON vs SYF
+178.4%
+868.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | +0.8% | -2.0% | +2.8% | +1.5% |
| 30D | -22.8% | +1.2% | -24.0% | -23.0% |
| 3M | -48.8% | -9.4% | -39.4% | -47.0% |
| 6M | -16.3% | +4.4% | -20.7% | -17.8% |
| YTD | -44.5% | -11.9% | -32.5% | -42.4% |
| 1Y | -43.4% | -0.4% | -43.0% | -43.7% |
| 3Y | +44.3% | +159.6% | -115.3% | -0.6% |
| 5Y | +85.1% | +60.9% | +24.2% | +45.2% |
| All | +1,046.6% | +178.4% | +868.2% | +549.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling