+66.5%
SYF vs APD
+11.0%
+55.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.2% |
| 7D | -2.1% | -3.7% | +1.5% | -0.7% |
| 30D | +2.5% | +9.6% | -7.1% | -1.3% |
| 3M | -6.3% | +1.6% | -7.9% | -7.1% |
| 6M | -1.5% | +2.2% | -3.6% | -2.9% |
| YTD | -10.5% | +25.9% | -36.4% | -20.3% |
| 1Y | +1.5% | +20.1% | -18.6% | -7.9% |
| 3Y | +163.3% | +12.4% | +150.9% | +143.0% |
| All | +66.5% | +11.0% | +55.6% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling