+448.7%
AXP vs SYF
+221.7%
+227.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.6% | -2.1% | +2.7% | +2.0% |
| 30D | +5.8% | +2.5% | +3.3% | +4.2% |
| 3M | -6.0% | -6.3% | +0.2% | -2.3% |
| 6M | +0.3% | -1.5% | +1.8% | +0.4% |
| YTD | -12.3% | -10.5% | -1.7% | -7.0% |
| 1Y | -11.2% | +1.5% | -12.8% | -13.1% |
| 3Y | +117.0% | +163.3% | -46.2% | +12.7% |
| 5Y | +93.2% | +66.8% | +26.4% | +28.8% |
| All | +448.7% | +221.7% | +227.0% | +112.1% |
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