+182.3%
AXON vs SYF
+89.0%
+93.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -14.2% | +2.4% | -16.6% | -14.8% |
| 30D | -15.4% | +0.8% | -16.2% | -15.6% |
| 3M | +0.5% | +13.4% | -12.9% | -4.0% |
| 6M | -9.5% | +16.3% | -25.8% | -14.3% |
| YTD | -9.2% | -3.0% | -6.2% | -9.0% |
| 1Y | -29.4% | +5.7% | -35.1% | -31.3% |
| 3Y | +139.4% | +160.1% | -20.7% | +66.7% |
| All | +182.3% | +89.0% | +93.3% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling