+340.9%
SYF vs APD
+224.8%
+116.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +2.4% | -2.2% | +4.6% | +3.6% |
| 30D | +0.8% | +2.1% | -1.2% | -0.4% |
| 3M | +13.4% | +7.2% | +6.2% | +8.4% |
| 6M | +16.3% | +11.2% | +5.1% | +8.2% |
| YTD | -3.0% | +24.4% | -27.4% | -15.9% |
| 1Y | +5.7% | +6.7% | -1.0% | -0.5% |
| 3Y | +160.1% | +9.2% | +150.9% | +133.3% |
| 5Y | +88.5% | +27.4% | +61.2% | +48.7% |
| 10Y | +263.1% | +164.8% | +98.2% | +92.6% |
| All | +340.9% | +224.8% | +116.1% | +121.4% |
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