+407.0%
AXP vs SYF
+178.4%
+228.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -0.1% | -2.0% | +1.9% | +1.1% |
| 30D | +4.4% | +1.2% | +3.2% | +3.7% |
| 3M | -6.4% | -9.4% | +2.9% | -0.7% |
| 6M | +4.2% | +4.4% | -0.3% | +0.5% |
| YTD | -12.4% | -11.9% | -0.4% | -6.2% |
| 1Y | -11.1% | -0.4% | -10.7% | -11.9% |
| 3Y | +114.9% | +159.6% | -44.7% | +12.5% |
| 5Y | +87.4% | +60.9% | +26.5% | +27.7% |
| All | +407.0% | +178.4% | +228.6% | +109.8% |
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