+407.7%
ADP vs SYF
+340.9%
+66.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -3.4% | +2.4% | -5.8% | -4.1% |
| 30D | +2.8% | +0.8% | +1.9% | +2.4% |
| 3M | +20.9% | +13.4% | +7.5% | +15.9% |
| 6M | +29.9% | +16.3% | +13.5% | +23.0% |
| YTD | +9.6% | -3.0% | +12.7% | +9.4% |
| 1Y | -5.3% | +5.7% | -11.0% | -8.1% |
| 3Y | +16.5% | +160.1% | -143.6% | -18.2% |
| 5Y | +49.4% | +88.5% | -39.1% | +12.3% |
| 10Y | +282.2% | +263.1% | +19.1% | +102.5% |
| All | +407.7% | +340.9% | +66.8% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling