+547.4%
ADP vs SFM
+40.3%
+507.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.7% |
| 7D | +3.2% | -1.2% | +4.4% | +3.3% |
| 30D | +14.9% | -24.8% | +39.7% | +18.2% |
| 3M | +11.6% | -43.7% | +55.3% | +18.5% |
| 6M | +48.5% | -37.3% | +85.7% | +55.2% |
| YTD | +20.6% | -38.4% | +58.9% | +25.8% |
| 1Y | +23.7% | -36.9% | +60.6% | +28.6% |
| 3Y | +47.8% | +20.7% | +27.1% | +39.4% |
| 5Y | +47.7% | +103.5% | -55.8% | +28.7% |
| 10Y | +324.0% | +139.7% | +184.2% | +249.1% |
| All | +547.4% | +40.3% | +507.1% | +460.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling