+297.3%
SYF vs APTV
-23.5%
+320.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -4.2% | -4.3% | +0.1% | -2.3% |
| 30D | -1.1% | -9.7% | +8.6% | +3.7% |
| 3M | -7.9% | -20.6% | +12.7% | +2.6% |
| 6M | -1.1% | -31.7% | +30.6% | +15.1% |
| YTD | -12.6% | -48.0% | +35.4% | +15.4% |
| 1Y | -2.4% | -52.1% | +49.7% | +34.4% |
| 3Y | +156.6% | -47.9% | +204.5% | +223.0% |
| 5Y | +61.9% | -76.9% | +138.8% | +202.9% |
| 10Y | +186.5% | -26.7% | +213.2% | +184.8% |
| All | +297.3% | -23.5% | +320.9% | +275.6% |
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