+279.0%
ADP vs SYY
+102.5%
+176.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.8% |
| 7D | -5.7% | -0.2% | -5.4% | -5.6% |
| 30D | -3.1% | -2.7% | -0.3% | -2.2% |
| 3M | +15.6% | +5.9% | +9.7% | +13.2% |
| 6M | +20.8% | -2.3% | +23.1% | +20.6% |
| YTD | +4.7% | +13.1% | -8.3% | -1.9% |
| 1Y | -8.3% | +3.8% | -12.0% | -11.2% |
| 3Y | +13.6% | +26.7% | -13.2% | +0.5% |
| 5Y | +45.0% | +19.4% | +25.6% | +30.0% |
| 10Y | +279.0% | +112.0% | +167.0% | +164.8% |
| All | +279.0% | +102.5% | +176.5% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling