+313.7%
ADP vs SYF
+218.0%
+95.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.1% | -4.7% | +5.8% | +2.5% |
| 30D | +11.5% | +0.6% | +10.9% | +11.2% |
| 3M | +12.0% | -6.8% | +18.9% | +14.1% |
| 6M | +43.8% | +0.5% | +43.3% | +42.5% |
| YTD | +20.1% | -11.1% | +31.2% | +22.8% |
| 1Y | +22.3% | +1.3% | +21.0% | +20.1% |
| 3Y | +43.3% | +164.6% | -121.4% | -0.3% |
| 5Y | +47.3% | +65.2% | -17.8% | +15.5% |
| 10Y | +313.7% | +204.6% | +109.1% | +136.4% |
| All | +313.7% | +218.0% | +95.7% | +136.4% |
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