+4.4%
APA vs SYF
+176.2%
-171.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +9.6% | -3.3% | +12.9% | +11.9% |
| 30D | -0.2% | -2.2% | +2.0% | +0.7% |
| 3M | +19.8% | -9.3% | +29.2% | +26.2% |
| 6M | +30.1% | +2.1% | +28.0% | +23.3% |
| YTD | +100.4% | -12.6% | +113.1% | +104.1% |
| 1Y | +105.2% | -3.4% | +108.7% | +94.2% |
| 3Y | +44.6% | +156.5% | -111.9% | -35.1% |
| 5Y | +88.8% | +59.6% | +29.2% | +12.5% |
| All | +4.4% | +176.2% | -171.7% | -58.2% |
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 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