+4,665.4%
ADP vs SIRI
-17.3%
+4,682.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.9% |
| 7D | -3.4% | +1.6% | -5.0% | -3.5% |
| 30D | +2.8% | -4.7% | +7.5% | +3.0% |
| 3M | +20.9% | +5.3% | +15.7% | +20.5% |
| 6M | +29.9% | +30.5% | -0.6% | +27.8% |
| YTD | +9.6% | +49.6% | -40.0% | +7.0% |
| 1Y | -5.3% | +28.5% | -33.8% | -6.8% |
| 3Y | +16.5% | -27.5% | +43.9% | +16.8% |
| 5Y | +49.4% | -44.7% | +94.1% | +50.8% |
| 10Y | +282.2% | -12.6% | +294.8% | +277.5% |
| All | +4,665.4% | -17.3% | +4,682.8% | +4,149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling