+10.3%
APA vs SYF
+170.1%
-159.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.3% |
| 7D | -1.7% | +2.6% | -4.3% | -2.5% |
| 30D | +15.7% | 0.0% | +15.7% | +15.4% |
| 3M | +16.5% | +11.9% | +4.5% | +10.2% |
| 6M | +35.1% | +18.9% | +16.2% | +22.6% |
| YTD | +82.2% | -4.6% | +86.8% | +82.1% |
| 1Y | +102.5% | +6.4% | +96.1% | +89.1% |
| 3Y | +10.3% | +167.2% | -156.9% | -29.8% |
| All | +10.3% | +170.1% | -159.8% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling