+23.5%
ADP vs SFM
-36.1%
+59.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | 0.0% |
| 7D | +0.9% | -7.1% | +8.0% | +1.5% |
| 30D | +11.9% | -21.4% | +33.3% | +13.4% |
| 3M | +13.7% | -40.1% | +53.8% | +16.9% |
| 6M | +46.8% | -38.0% | +84.8% | +50.4% |
| YTD | +21.8% | -36.5% | +58.3% | +26.6% |
| 1Y | +23.5% | -35.2% | +58.7% | +28.0% |
| All | +23.5% | -36.1% | +59.7% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling