+270.5%
ADP vs SFM
+293.3%
-22.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -2.7% |
| 7D | -5.5% | -5.8% | +0.3% | -4.8% |
| 30D | -1.2% | -11.4% | +10.1% | 0.0% |
| 3M | +17.9% | -12.2% | +30.1% | +19.3% |
| 6M | +20.3% | -5.2% | +25.5% | +20.3% |
| YTD | +5.8% | -4.5% | +10.3% | +5.5% |
| 1Y | -7.7% | -45.4% | +37.7% | -1.9% |
| 3Y | +14.7% | +91.1% | -76.4% | +2.7% |
| 5Y | +45.8% | +226.8% | -181.0% | +20.1% |
| 10Y | +270.5% | +291.9% | -21.4% | +190.1% |
| All | +270.5% | +293.3% | -22.8% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SFM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling