+217.2%
ADP vs SE
+379.8%
-162.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.7% |
| 7D | +1.1% | +3.3% | -2.2% | +0.7% |
| 30D | +11.5% | -18.2% | +29.7% | +13.8% |
| 3M | +12.0% | -31.3% | +43.3% | +16.3% |
| 6M | +43.8% | -10.1% | +53.9% | +44.3% |
| YTD | +20.1% | -38.9% | +58.9% | +25.2% |
| 1Y | +22.3% | -48.0% | +70.3% | +29.7% |
| 3Y | +43.3% | +78.8% | -35.5% | +28.1% |
| 5Y | +47.3% | -77.1% | +124.5% | +60.4% |
| All | +217.2% | +379.8% | -162.5% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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