+44.3%
AXON vs SYF
+158.6%
-114.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.8% | +4.1% |
| 7D | -25.6% | -3.6% | -22.1% | -24.6% |
| 30D | -23.9% | -1.7% | -22.2% | -23.4% |
| 3M | -50.4% | -7.8% | -42.6% | -49.0% |
| 6M | -20.0% | +3.4% | -23.4% | -21.1% |
| YTD | -44.5% | -12.2% | -32.3% | -42.5% |
| 1Y | -44.9% | -1.6% | -43.3% | -44.9% |
| All | +44.3% | +158.6% | -114.3% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling