-5.3%
ADP vs SYF
+7.1%
-12.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | +2.4% | -5.8% | -3.8% |
| 30D | +2.8% | +0.8% | +1.9% | +2.6% |
| 3M | +20.9% | +13.4% | +7.5% | +17.6% |
| 6M | +29.9% | +16.3% | +13.5% | +24.6% |
| YTD | +9.6% | -3.0% | +12.7% | +10.1% |
| 1Y | -5.3% | +5.7% | -11.0% | -7.0% |
| All | -5.3% | +7.1% | -12.3% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling