+95.6%
AXP vs SYF
+69.6%
+26.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.5% |
| 7D | +0.4% | -3.8% | +4.2% | +2.7% |
| 30D | +7.0% | +2.6% | +4.4% | +5.4% |
| 3M | -6.6% | -6.5% | -0.1% | -2.9% |
| 6M | +3.5% | +0.8% | +2.6% | +2.1% |
| YTD | -11.2% | -10.1% | -1.1% | -6.3% |
| 1Y | -10.2% | +0.8% | -11.0% | -11.5% |
| 3Y | +120.0% | +158.8% | -38.8% | +20.8% |
| 5Y | +95.6% | +67.5% | +28.1% | +40.4% |
| All | +95.6% | +69.6% | +26.0% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling