+53.2%
ADP vs SYF
+89.0%
-35.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | +2.4% | -5.8% | -3.9% |
| 30D | +2.8% | +0.8% | +1.9% | +2.5% |
| 3M | +20.9% | +13.4% | +7.5% | +17.3% |
| 6M | +29.9% | +16.3% | +13.5% | +24.8% |
| YTD | +9.6% | -3.0% | +12.7% | +9.6% |
| 1Y | -5.3% | +5.7% | -11.0% | -7.3% |
| 3Y | +16.5% | +160.1% | -143.6% | -10.1% |
| All | +53.2% | +89.0% | -35.7% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling