+249.6%
EXPE vs SYF
+303.9%
-54.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -13.3% | -4.7% | -8.6% | -10.9% |
| 30D | -5.5% | +0.6% | -6.1% | -5.7% |
| 3M | -16.5% | -6.8% | -9.6% | -13.1% |
| 6M | +13.1% | +0.5% | +12.5% | +12.2% |
| YTD | -8.0% | -11.1% | +3.1% | -2.7% |
| 1Y | +1.1% | +1.3% | -0.2% | -0.3% |
| 3Y | +131.2% | +164.6% | -33.5% | +28.9% |
| 5Y | +39.8% | +65.2% | -25.4% | -2.1% |
| 10Y | +118.5% | +204.6% | -86.1% | -2.2% |
| All | +249.6% | +303.9% | -54.3% | +48.8% |
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