+306.8%
SYF vs APD
+228.7%
+78.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | -2.1% | -3.7% | +1.5% | -0.1% |
| 30D | +2.5% | +9.6% | -7.1% | -2.7% |
| 3M | -6.3% | +1.6% | -7.9% | -7.4% |
| 6M | -1.5% | +2.2% | -3.6% | -3.6% |
| YTD | -10.5% | +25.9% | -36.4% | -23.1% |
| 1Y | +1.5% | +20.1% | -18.6% | -10.8% |
| 3Y | +163.3% | +12.4% | +150.9% | +131.6% |
| 5Y | +66.8% | +11.1% | +55.6% | +44.2% |
| 10Y | +228.5% | +190.1% | +38.4% | +67.4% |
| All | +306.8% | +228.7% | +78.1% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling