+488.7%
ADP vs SFM
+132.6%
+356.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.4% |
| 7D | -3.4% | -0.1% | -3.4% | -3.4% |
| 30D | +2.8% | -4.4% | +7.2% | +3.2% |
| 3M | +20.9% | +1.5% | +19.4% | +20.4% |
| 6M | +29.9% | +6.5% | +23.4% | +28.1% |
| YTD | +9.6% | +2.2% | +7.5% | +8.5% |
| 1Y | -5.3% | -41.9% | +36.6% | -0.2% |
| 3Y | +16.5% | +106.8% | -90.3% | +3.7% |
| 5Y | +49.4% | +231.6% | -182.2% | +23.6% |
| 10Y | +282.2% | +258.4% | +23.8% | +201.1% |
| All | +488.7% | +132.6% | +356.1% | +383.2% |
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