+144.4%
ADI vs SYF
+159.4%
-15.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | +9.5% | -2.0% | +11.5% | +10.4% |
| 30D | -1.4% | +1.2% | -2.6% | -2.0% |
| 3M | +4.7% | -9.4% | +14.1% | +9.2% |
| 6M | -7.4% | +4.4% | -11.8% | -10.4% |
| YTD | +48.1% | -11.9% | +60.0% | +54.4% |
| 1Y | +69.6% | -0.4% | +70.1% | +66.0% |
| 3Y | +144.4% | +159.6% | -15.2% | +71.1% |
| All | +144.4% | +159.4% | -15.0% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling