+319.9%
ADP vs SFM
+140.2%
+179.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.5% |
| 7D | +2.2% | +6.0% | -3.9% | +1.5% |
| 30D | +10.6% | -19.5% | +30.0% | +12.8% |
| 3M | +12.9% | -37.0% | +49.9% | +18.4% |
| 6M | +50.6% | -41.0% | +91.7% | +58.8% |
| YTD | +23.2% | -34.6% | +57.8% | +27.7% |
| 1Y | +25.3% | -36.3% | +61.5% | +30.2% |
| 3Y | +47.1% | +24.5% | +22.6% | +37.7% |
| 5Y | +50.1% | +115.9% | -65.8% | +28.8% |
| All | +319.9% | +140.2% | +179.7% | +245.4% |
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