-11.2%
AXP vs SYF
+0.3%
-11.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.3% |
| YTD | -12.3% | -10.5% | -1.7% | -7.4% |
| 1Y | -11.2% | +1.5% | -12.8% | -15.5% |
| All | -11.2% | +0.3% | -11.5% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling