+297.1%
SYF vs APTV
-25.0%
+322.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | -3.3% | -5.0% | +1.7% | -0.8% |
| 30D | -2.2% | -12.3% | +10.1% | +4.1% |
| 3M | -9.3% | -19.9% | +10.6% | +0.6% |
| 6M | +2.1% | -29.4% | +31.4% | +16.7% |
| YTD | -12.6% | -49.0% | +36.4% | +16.5% |
| 1Y | -3.4% | -53.1% | +49.6% | +34.3% |
| 3Y | +156.5% | -48.9% | +205.4% | +225.9% |
| 5Y | +59.6% | -77.2% | +136.8% | +200.6% |
| 10Y | +178.6% | -26.8% | +205.4% | +178.0% |
| All | +297.1% | -25.0% | +322.1% | +279.0% |
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