+338.7%
AXP vs SYF
+340.9%
-2.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.1% | +2.4% | -4.5% | -3.5% |
| 30D | -6.5% | +0.8% | -7.4% | -7.1% |
| 3M | +4.6% | +13.4% | -8.8% | -3.6% |
| 6M | +5.4% | +16.3% | -10.9% | -4.5% |
| YTD | -11.1% | -3.0% | -8.1% | -10.3% |
| 1Y | -0.3% | +5.7% | -6.0% | -4.6% |
| 3Y | +111.6% | +160.1% | -48.5% | +13.6% |
| 5Y | +117.6% | +88.5% | +29.1% | +36.9% |
| 10Y | +474.1% | +263.1% | +211.1% | +120.0% |
| All | +338.7% | +340.9% | -2.2% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling