+319.9%
ADP vs SIRI
-7.4%
+327.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +2.2% | -1.7% | +3.9% | +2.5% |
| 30D | +10.6% | +21.1% | -10.6% | +6.0% |
| 3M | +12.9% | +14.7% | -1.8% | +9.4% |
| 6M | +50.6% | +22.9% | +27.7% | +43.5% |
| YTD | +23.2% | +65.7% | -42.6% | +9.5% |
| 1Y | +25.3% | +53.5% | -28.2% | +13.2% |
| 3Y | +47.1% | -23.0% | +70.1% | +49.0% |
| 5Y | +50.1% | -41.5% | +91.5% | +56.3% |
| All | +319.9% | -7.4% | +327.3% | +269.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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