+18.9%
ADP vs SYY
+25.7%
-6.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -3.4% | -2.3% | -1.1% | -3.0% |
| 30D | +2.8% | -4.9% | +7.7% | +3.7% |
| 3M | +20.9% | +8.4% | +12.6% | +19.4% |
| 6M | +29.9% | -7.4% | +37.2% | +32.0% |
| YTD | +9.6% | +11.0% | -1.3% | +4.9% |
| 1Y | -5.3% | -0.2% | -5.0% | -6.0% |
| All | +18.9% | +25.7% | -6.9% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling