+206.0%
SYF vs APD
+192.6%
+13.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.9% |
| 7D | -4.3% | -1.6% | -2.7% | -3.4% |
| 30D | +1.0% | +10.6% | -9.6% | -4.8% |
| 3M | -6.4% | +2.5% | -8.9% | -8.1% |
| 6M | +1.0% | +6.0% | -5.0% | -3.4% |
| YTD | -10.7% | +28.4% | -39.2% | -24.8% |
| 1Y | +1.8% | +22.2% | -20.4% | -12.0% |
| 3Y | +165.8% | +26.6% | +139.3% | +116.3% |
| 5Y | +65.9% | +11.8% | +54.2% | +41.9% |
| 10Y | +206.0% | +187.8% | +18.2% | +44.2% |
| All | +206.0% | +192.6% | +13.4% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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