+319.9%
ADP vs SRE
+127.7%
+192.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.4% |
| 7D | +2.2% | +1.8% | +0.4% | +1.5% |
| 30D | +10.6% | -3.0% | +13.6% | +11.8% |
| 3M | +12.9% | -7.3% | +20.2% | +15.9% |
| 6M | +50.6% | -11.9% | +62.5% | +57.3% |
| YTD | +23.2% | -7.9% | +31.1% | +25.4% |
| 1Y | +25.3% | -11.1% | +36.4% | +29.4% |
| 3Y | +47.1% | +24.8% | +22.3% | +25.5% |
| 5Y | +50.1% | +52.4% | -2.3% | +14.9% |
| All | +319.9% | +127.7% | +192.2% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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