+313.7%
ADP vs SFM
+146.8%
+166.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +1.1% | -10.2% | +11.3% | +2.3% |
| 30D | +11.5% | -23.9% | +35.4% | +14.6% |
| 3M | +12.0% | -42.3% | +54.3% | +18.7% |
| 6M | +43.8% | -40.1% | +83.9% | +51.2% |
| YTD | +20.1% | -37.8% | +57.8% | +25.2% |
| 1Y | +22.3% | -37.1% | +59.4% | +27.3% |
| 3Y | +43.3% | +21.5% | +21.7% | +34.5% |
| 5Y | +47.3% | +103.8% | -56.4% | +27.4% |
| 10Y | +313.7% | +142.0% | +171.7% | +239.0% |
| All | +313.7% | +146.8% | +166.9% | +239.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling