+104.9%
EXPE vs SYF
+89.0%
+15.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.5% | +2.4% | -11.9% | -10.8% |
| 30D | -6.6% | +0.8% | -7.5% | -7.2% |
| 3M | +31.4% | +13.4% | +18.0% | +21.4% |
| 6M | +35.2% | +16.3% | +18.8% | +23.0% |
| YTD | +5.8% | -3.0% | +8.8% | +6.4% |
| 1Y | +38.7% | +5.7% | +33.0% | +32.6% |
| 3Y | +175.8% | +160.1% | +15.7% | +47.2% |
| All | +104.9% | +89.0% | +15.9% | +24.3% |
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 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