+4,175.9%
AXON vs SYF
+340.9%
+3,835.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 6M | -9.5% | +16.3% | -25.8% | -14.4% |
| YTD | -9.2% | -3.0% | -6.2% | -8.9% |
| 1Y | -29.4% | +5.7% | -35.1% | -31.4% |
| 3Y | +139.4% | +160.1% | -20.7% | +63.6% |
| 5Y | +178.9% | +88.5% | +90.4% | +105.3% |
| 10Y | +1,840.8% | +263.1% | +1,577.7% | +870.3% |
| All | +4,175.9% | +340.9% | +3,835.0% | +1,723.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling