+49.1%
ADP vs SITM
+87.2%
-38.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +0.3% | +32.5% | -32.3% | -1.1% |
| 30D | +11.6% | -18.8% | +30.4% | +12.4% |
| 3M | +15.1% | -30.9% | +45.9% | +16.5% |
| 6M | +46.0% | -44.5% | +90.5% | +49.1% |
| YTD | +22.4% | +33.2% | -10.8% | +15.5% |
| 1Y | +24.5% | +53.8% | -29.4% | +15.7% |
| 3Y | +44.8% | +335.7% | -290.9% | +13.6% |
| 5Y | +49.1% | +84.6% | -35.6% | +19.6% |
| All | +49.1% | +87.2% | -38.1% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 5y: compounded portfolio wealth divided by compounded SITM 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…
5y analysis · Full analysis span regression · 6 months rolling