+1,643.5%
ADP vs SRE
+1,525.5%
+118.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +2.8% | -0.7% | +3.5% | +2.9% |
| 3M | +20.9% | -6.3% | +27.2% | +23.4% |
| 6M | +29.9% | -10.7% | +40.5% | +34.3% |
| YTD | +9.6% | -3.5% | +13.1% | +9.9% |
| 1Y | -5.3% | +5.3% | -10.6% | -8.4% |
| 3Y | +16.5% | +31.8% | -15.3% | +1.1% |
| 5Y | +49.4% | +47.4% | +2.0% | +23.6% |
| 10Y | +282.2% | +120.6% | +161.6% | +167.4% |
| All | +1,643.5% | +1,525.5% | +118.0% | +518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling