+159.4%
SYF vs APTV
-56.4%
+215.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.7% |
| 7D | -1.3% | -1.2% | -0.2% | -1.0% |
| 30D | -1.1% | -10.6% | +9.6% | +2.9% |
| 3M | +7.4% | -35.0% | +42.4% | +24.5% |
| 6M | +16.2% | -38.9% | +55.1% | +36.0% |
| YTD | -6.1% | -41.5% | +35.4% | +11.3% |
| 1Y | +3.4% | -45.8% | +49.2% | +26.4% |
| All | +159.4% | -56.4% | +215.8% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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