+520.8%
APP vs SYF
+95.8%
+425.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | +48.9% | -3.6% | +52.5% | +51.7% |
| 30D | +49.4% | -1.7% | +51.2% | +50.6% |
| 3M | +27.0% | -7.8% | +34.8% | +32.1% |
| 6M | -15.4% | +3.4% | -18.8% | -17.9% |
| YTD | -39.9% | -12.2% | -27.7% | -36.8% |
| 1Y | -32.0% | -1.6% | -30.4% | -32.9% |
| 3Y | +824.3% | +157.8% | +666.6% | +401.5% |
| 5Y | +252.4% | +61.9% | +190.5% | +118.1% |
| All | +520.8% | +95.8% | +425.1% | +270.7% |
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