+46.2%
ADP vs SYF
+157.3%
-111.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +0.3% | -3.3% | +3.5% | +0.8% |
| 30D | +11.6% | -2.2% | +13.8% | +12.0% |
| 3M | +15.1% | -9.3% | +24.4% | +16.9% |
| 6M | +46.0% | +2.1% | +44.0% | +44.8% |
| YTD | +22.4% | -12.6% | +35.0% | +24.5% |
| 1Y | +24.5% | -3.4% | +27.9% | +24.2% |
| All | +46.2% | +157.3% | -111.1% | +27.6% |
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 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