+159.9%
EXPE vs SYF
+263.6%
-103.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.3% | -7.0% |
| 7D | -9.8% | +2.6% | -12.4% | -11.0% |
| 30D | -11.5% | 0.0% | -11.5% | -11.6% |
| 3M | +21.7% | +11.9% | +9.8% | +13.6% |
| 6M | +10.4% | +18.9% | -8.5% | -0.5% |
| YTD | -2.5% | -4.6% | +2.1% | -0.9% |
| 1Y | +27.3% | +6.4% | +21.0% | +21.7% |
| 3Y | +153.5% | +167.2% | -13.7% | +37.3% |
| 5Y | +91.1% | +92.3% | -1.3% | +20.5% |
| All | +159.9% | +263.6% | -103.7% | +7.0% |
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