+185.7%
EXPE vs SYF
+170.8%
+14.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.5% | +2.4% | -11.9% | -10.7% |
| 30D | -6.6% | +0.8% | -7.5% | -7.2% |
| 3M | +31.4% | +13.4% | +18.0% | +21.8% |
| 6M | +35.2% | +16.3% | +18.8% | +23.5% |
| YTD | +5.8% | -3.0% | +8.8% | +6.2% |
| 1Y | +38.7% | +5.7% | +33.0% | +32.8% |
| All | +185.7% | +170.8% | +14.9% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling