+1,846.1%
ADP vs SRE
+1,440.5%
+405.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +0.3% | -1.1% | +1.3% | +0.6% |
| 30D | +11.6% | -4.1% | +15.7% | +13.2% |
| 3M | +15.1% | -7.3% | +22.4% | +17.9% |
| 6M | +46.0% | -14.1% | +60.2% | +53.3% |
| YTD | +22.4% | -8.5% | +30.9% | +24.8% |
| 1Y | +24.5% | -12.0% | +36.5% | +28.7% |
| 3Y | +44.8% | +23.4% | +21.4% | +28.7% |
| 5Y | +49.1% | +51.3% | -2.2% | +21.9% |
| 10Y | +320.9% | +126.3% | +194.6% | +192.5% |
| All | +1,846.1% | +1,440.5% | +405.7% | +602.3% |
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