+527.5%
APP vs SYF
+96.4%
+431.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.5% |
| 7D | +4.6% | -2.0% | +6.6% | +5.8% |
| 30D | +56.0% | +1.2% | +54.8% | +54.8% |
| 3M | +30.8% | -9.4% | +40.2% | +37.4% |
| 6M | -9.8% | +4.4% | -14.2% | -13.0% |
| YTD | -39.3% | -11.9% | -27.4% | -36.2% |
| 1Y | -26.4% | -0.4% | -26.0% | -27.9% |
| 3Y | +887.9% | +159.6% | +728.4% | +433.9% |
| 5Y | +264.1% | +60.9% | +203.2% | +125.2% |
| All | +527.5% | +96.4% | +431.1% | +274.0% |
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