+249.7%
EXPE vs SYF
+306.8%
-57.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.6% |
| 7D | -9.3% | -2.1% | -7.2% | -8.1% |
| 30D | +0.1% | +2.5% | -2.4% | -1.1% |
| 3M | -15.3% | -6.3% | -9.0% | -12.2% |
| 6M | +5.5% | -1.5% | +6.9% | +5.9% |
| YTD | -8.0% | -10.5% | +2.5% | -3.0% |
| 1Y | +18.9% | +1.5% | +17.4% | +17.0% |
| 3Y | +135.5% | +163.3% | -27.7% | +31.7% |
| 5Y | +44.3% | +66.8% | -22.5% | +0.6% |
| 10Y | +117.7% | +228.5% | -110.8% | -5.4% |
| All | +249.7% | +306.8% | -57.1% | +48.2% |
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