-0.1%
APA vs SYF
+196.3%
-196.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.6% |
| 7D | -5.5% | -4.2% | -1.4% | -3.0% |
| 30D | -1.2% | -1.1% | -0.1% | -0.9% |
| 3M | +10.6% | -7.9% | +18.4% | +15.2% |
| 6M | +28.4% | -1.1% | +29.5% | +24.1% |
| YTD | +89.7% | -12.6% | +102.3% | +93.2% |
| 1Y | +90.6% | -2.4% | +93.0% | +79.0% |
| 3Y | +36.9% | +156.6% | -119.7% | -38.5% |
| 5Y | +83.2% | +61.9% | +21.3% | +8.0% |
| 10Y | -0.1% | +186.5% | -186.6% | -60.6% |
| All | -0.1% | +196.3% | -196.4% | -60.6% |
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