+313.7%
ADP vs STRL
+4,310.8%
-3,997.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +15.0% | -15.4% | -1.4% |
| 7D | +1.1% | -13.3% | +14.4% | +1.6% |
| 30D | +11.5% | -43.3% | +54.8% | +15.4% |
| 3M | +12.0% | -46.9% | +58.9% | +16.2% |
| 6M | +43.8% | -65.6% | +109.4% | +52.7% |
| YTD | +20.1% | -5.1% | +25.1% | +10.0% |
| 1Y | +22.3% | -23.1% | +45.4% | +14.7% |
| 3Y | +43.3% | +346.8% | -303.6% | -4.3% |
| 5Y | +47.3% | +907.2% | -859.8% | -18.7% |
| 10Y | +313.7% | +3,988.2% | -3,674.5% | +70.8% |
| All | +313.7% | +4,310.8% | -3,997.1% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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