+47.8%
ADP vs SE
+64.9%
-17.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | +3.2% | +2.0% | +1.2% | +3.1% |
| 30D | +14.9% | -20.0% | +34.9% | +16.2% |
| 3M | +11.6% | -31.8% | +43.4% | +13.7% |
| 6M | +48.5% | -15.9% | +64.3% | +49.2% |
| YTD | +20.6% | -40.6% | +61.2% | +23.4% |
| 1Y | +23.7% | -50.7% | +74.4% | +27.8% |
| 3Y | +47.8% | +70.3% | -22.5% | +54.3% |
| All | +47.8% | +64.9% | -17.1% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling