-44.2%
APA vs SYF
+340.9%
-385.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +0.5% | +2.4% | -1.9% | -1.0% |
| 30D | +23.4% | +0.8% | +22.6% | +22.2% |
| 3M | +12.7% | +13.4% | -0.7% | +1.5% |
| 6M | +39.4% | +16.3% | +23.1% | +21.1% |
| YTD | +79.0% | -3.0% | +82.0% | +72.0% |
| 1Y | +88.8% | +5.7% | +83.1% | +69.6% |
| 3Y | +6.4% | +160.1% | -153.8% | -50.1% |
| 5Y | +153.0% | +88.5% | +64.5% | +40.6% |
| 10Y | +7.5% | +263.1% | -255.5% | -60.3% |
| All | -44.2% | +340.9% | -385.1% | -81.4% |
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