+157.4%
SYF vs APD
+29.6%
+127.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -3.3% | +2.2% | -5.4% | -3.9% |
| 30D | -2.2% | +9.4% | -11.6% | -4.9% |
| 3M | -9.3% | +4.7% | -14.0% | -10.7% |
| 6M | +2.1% | +5.5% | -3.4% | +0.3% |
| YTD | -12.6% | +31.4% | -44.0% | -21.3% |
| 1Y | -3.4% | +24.1% | -27.6% | -11.3% |
| All | +157.4% | +29.6% | +127.8% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling