+112.2%
ADP vs SITM
+3,319.5%
-3,207.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.0% |
| 7D | +2.2% | +6.6% | -4.5% | +1.7% |
| 30D | +10.6% | -15.3% | +25.9% | +11.3% |
| 3M | +12.9% | -35.4% | +48.3% | +15.5% |
| 6M | +50.6% | -46.8% | +97.4% | +54.9% |
| YTD | +23.2% | +25.9% | -2.7% | +15.3% |
| 1Y | +25.3% | +54.0% | -28.7% | +14.7% |
| 3Y | +47.1% | +315.6% | -268.4% | +13.1% |
| 5Y | +50.1% | +74.4% | -24.4% | +19.5% |
| All | +112.2% | +3,319.5% | -3,207.3% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling