+189.7%
ADP vs SE
+589.8%
-400.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -3.4% | -6.1% | +2.7% | -2.8% |
| 30D | +2.8% | -2.5% | +5.2% | +2.8% |
| 3M | +20.9% | +21.7% | -0.8% | +17.8% |
| 6M | +29.9% | +27.0% | +2.9% | +25.4% |
| YTD | +9.6% | -12.1% | +21.8% | +10.1% |
| 1Y | -5.3% | -40.9% | +35.7% | -0.7% |
| 3Y | +16.5% | +191.0% | -174.5% | -1.6% |
| 5Y | +49.4% | -68.3% | +117.7% | +57.1% |
| All | +189.7% | +589.8% | -400.1% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling