+616.7%
ADI vs SYF
+255.8%
+360.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | 0.0% |
| 7D | +1.3% | -5.5% | +6.9% | +3.7% |
| 30D | -6.0% | -3.9% | -2.1% | -4.5% |
| 3M | -7.7% | +8.9% | -16.6% | -11.4% |
| 6M | +14.0% | +16.2% | -2.2% | +6.1% |
| YTD | +34.4% | -8.4% | +42.8% | +37.4% |
| 1Y | +48.0% | +2.6% | +45.3% | +44.1% |
| 3Y | +113.3% | +156.4% | -43.1% | +40.3% |
| 5Y | +131.1% | +78.2% | +52.9% | +69.5% |
| All | +616.7% | +255.8% | +360.9% | +281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling