+275.2%
ADP vs SRE
+124.1%
+151.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -5.7% | -0.7% | -5.0% | -5.5% |
| 30D | -1.4% | -1.7% | +0.3% | -0.9% |
| 3M | +16.6% | -7.1% | +23.6% | +19.5% |
| 6M | +24.9% | -8.4% | +33.3% | +28.3% |
| YTD | +5.6% | -3.5% | +9.1% | +5.7% |
| 1Y | -6.0% | +5.4% | -11.4% | -9.7% |
| 3Y | +14.5% | +29.5% | -15.1% | -3.3% |
| 5Y | +47.9% | +48.3% | -0.4% | +16.1% |
| All | +275.2% | +124.1% | +151.1% | +161.9% |
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