+69.8%
APA vs SYF
+65.2%
+4.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.8% |
| 7D | -15.5% | -2.1% | -13.4% | -14.8% |
| 30D | +2.4% | +2.5% | -0.1% | +1.1% |
| 3M | +22.8% | -6.3% | +29.1% | +25.3% |
| 6M | +17.9% | -1.5% | +19.4% | +15.9% |
| YTD | +87.7% | -10.5% | +98.2% | +89.8% |
| 1Y | +94.2% | +1.5% | +92.7% | +83.1% |
| 3Y | +27.2% | +163.3% | -136.1% | -28.4% |
| All | +69.8% | +65.2% | +4.7% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling