+12,023.7%
ADP vs SYY
+4,312.6%
+7,711.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +11.9% | -2.2% | +14.1% | +12.5% |
| 3M | +13.7% | -8.0% | +21.8% | +16.8% |
| 6M | +46.8% | +7.5% | +39.3% | +42.3% |
| YTD | +21.8% | +7.4% | +14.3% | +16.1% |
| 1Y | +23.5% | +4.9% | +18.7% | +18.8% |
| 3Y | +44.1% | +24.1% | +20.0% | +29.0% |
| 5Y | +49.9% | +13.4% | +36.5% | +37.4% |
| 10Y | +318.8% | +87.5% | +231.2% | +197.6% |
| All | +12,023.7% | +4,312.6% | +7,711.1% | +2,817.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling