+340.9%
SYF vs APTV
-7.3%
+348.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.4% |
| 7D | +2.4% | +4.8% | -2.4% | 0.0% |
| 30D | +0.8% | +2.0% | -1.2% | -0.5% |
| 3M | +13.4% | -34.2% | +47.6% | +37.6% |
| 6M | +16.3% | -34.7% | +51.0% | +38.8% |
| YTD | -3.0% | -37.0% | +34.0% | +17.1% |
| 1Y | +5.7% | -40.4% | +46.1% | +30.9% |
| 3Y | +160.1% | -54.1% | +214.2% | +253.2% |
| 5Y | +88.5% | -68.0% | +156.5% | +198.2% |
| 10Y | +263.1% | -15.5% | +278.6% | +234.8% |
| All | +340.9% | -7.3% | +348.2% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling