+500.0%
APP vs SYF
+99.5%
+400.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.1% |
| 7D | +71.2% | -2.1% | +73.3% | +72.7% |
| 30D | +39.1% | +2.5% | +36.6% | +36.8% |
| 3M | +16.5% | -6.3% | +22.8% | +20.0% |
| 6M | -16.6% | -1.5% | -15.1% | -17.0% |
| YTD | -41.9% | -10.5% | -31.4% | -39.6% |
| 1Y | -37.0% | +1.5% | -38.5% | -39.0% |
| 3Y | +892.4% | +163.3% | +729.2% | +432.2% |
| 5Y | +297.3% | +66.8% | +230.5% | +143.0% |
| All | +500.0% | +99.5% | +400.5% | +254.3% |
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