-7.7%
ADP vs SYF
+5.5%
-13.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -5.5% | +2.6% | -8.1% | -5.9% |
| 30D | -1.2% | 0.0% | -1.3% | -1.3% |
| 3M | +17.9% | +11.9% | +5.9% | +14.9% |
| 6M | +20.3% | +18.9% | +1.4% | +14.6% |
| YTD | +5.8% | -4.6% | +10.4% | +6.5% |
| 1Y | -7.7% | +6.4% | -14.1% | -9.7% |
| All | -7.7% | +5.5% | -13.2% | -9.7% |
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