+48.7%
ADP vs SYY
+11.9%
+36.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +3.2% | +4.7% | -1.6% | +1.7% |
| 30D | +12.8% | -0.7% | +13.4% | +12.7% |
| 3M | +12.3% | -6.8% | +19.1% | +14.4% |
| 6M | +45.4% | +8.6% | +36.8% | +41.2% |
| YTD | +21.4% | +8.4% | +13.0% | +15.0% |
| 1Y | +23.7% | +7.1% | +16.6% | +17.8% |
| 3Y | +43.6% | +25.2% | +18.4% | +25.8% |
| 5Y | +48.7% | +13.0% | +35.8% | +36.0% |
| All | +48.7% | +11.9% | +36.8% | +36.0% |
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 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