+263.2%
SYF vs APD
+161.1%
+102.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +2.6% | -2.5% | +5.1% | +4.1% |
| 30D | 0.0% | -1.9% | +1.9% | +1.1% |
| 3M | +11.9% | +8.2% | +3.7% | +6.2% |
| 6M | +18.9% | +10.7% | +8.2% | +10.4% |
| YTD | -4.6% | +22.9% | -27.5% | -17.3% |
| 1Y | +6.4% | +5.8% | +0.6% | +0.3% |
| 3Y | +167.2% | +7.8% | +159.4% | +140.1% |
| 5Y | +92.3% | +26.1% | +66.2% | +49.3% |
| 10Y | +263.2% | +163.7% | +99.5% | +71.2% |
| All | +263.2% | +161.1% | +102.1% | +71.2% |
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