+446.2%
APP vs SYF
+100.4%
+345.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.3% | +32.3% | +31.7% |
| 7D | +39.7% | -3.8% | +43.5% | +42.4% |
| 30D | +27.7% | +2.6% | +25.1% | +25.6% |
| 3M | -14.8% | -6.5% | -8.2% | -12.0% |
| 6M | -25.5% | +0.8% | -26.3% | -26.9% |
| YTD | -47.2% | -10.1% | -37.0% | -45.1% |
| 1Y | -42.3% | +0.8% | -43.1% | -43.8% |
| 3Y | +806.8% | +158.8% | +648.0% | +391.2% |
| 5Y | +261.6% | +67.5% | +194.1% | +120.7% |
| All | +446.2% | +100.4% | +345.8% | +221.8% |
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