-11.1%
AXP vs SYF
-1.7%
-9.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.2% |
| YTD | -12.4% | -11.9% | -0.4% | -6.7% |
| 1Y | -11.1% | -0.4% | -10.7% | -15.2% |
| All | -11.1% | -1.7% | -9.4% | -15.2% |
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