+45.8%
ADP vs SYY
+18.1%
+27.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -5.5% | -2.8% | -2.7% | -4.7% |
| 30D | -1.2% | -5.3% | +4.0% | +0.4% |
| 3M | +17.9% | +5.1% | +12.8% | +16.1% |
| 6M | +20.3% | -5.0% | +25.3% | +21.6% |
| YTD | +5.8% | +10.7% | -4.9% | +0.1% |
| 1Y | -7.7% | +0.7% | -8.4% | -9.4% |
| 3Y | +14.7% | +24.0% | -9.3% | +1.9% |
| 5Y | +45.8% | +19.3% | +26.5% | +31.4% |
| All | +45.8% | +18.1% | +27.7% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling