+458.3%
ADP vs SYF
+306.8%
+151.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.2% | -2.1% | +5.4% | +3.9% |
| 30D | +14.9% | +2.5% | +12.4% | +14.0% |
| 3M | +11.6% | -6.3% | +17.9% | +13.5% |
| 6M | +48.5% | -1.5% | +49.9% | +47.9% |
| YTD | +20.6% | -10.5% | +31.1% | +23.0% |
| 1Y | +23.7% | +1.5% | +22.2% | +21.4% |
| 3Y | +47.8% | +163.3% | -115.5% | +3.4% |
| 5Y | +47.7% | +66.8% | -19.0% | +15.6% |
| 10Y | +324.0% | +228.5% | +95.5% | +131.3% |
| All | +458.3% | +306.8% | +151.5% | +189.4% |
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 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