+391.7%
APP vs SYF
+116.2%
+275.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | +2.4% | -1.5% | -0.4% |
| 30D | -23.3% | +0.8% | -24.1% | -23.7% |
| 3M | -42.6% | +13.4% | -56.0% | -47.0% |
| 6M | -33.6% | +16.3% | -49.9% | -39.5% |
| YTD | -52.4% | -3.0% | -49.4% | -52.5% |
| 1Y | -35.9% | +5.7% | -41.6% | -39.2% |
| 3Y | +642.2% | +160.1% | +482.1% | +302.1% |
| 5Y | +311.1% | +88.5% | +222.6% | +140.2% |
| All | +391.7% | +116.2% | +275.4% | +178.8% |
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 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