+48.7%
ADP vs SE
-78.2%
+126.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.6% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +10.6% | -20.9% | +31.5% | +12.7% |
| 3M | +12.9% | -38.9% | +51.8% | +17.7% |
| 6M | +50.6% | -19.4% | +70.1% | +52.6% |
| YTD | +23.2% | -40.9% | +64.1% | +27.9% |
| 1Y | +25.3% | -46.2% | +71.4% | +31.0% |
| 3Y | +47.1% | +63.7% | -16.6% | +35.9% |
| All | +48.7% | -78.2% | +126.8% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling