+9,102.1%
ADP vs STRL
+12,054.0%
-2,951.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.2% |
| 7D | +0.9% | +7.1% | -6.2% | +0.6% |
| 30D | +11.9% | -39.4% | +51.3% | +13.3% |
| 3M | +13.7% | -43.0% | +56.7% | +15.3% |
| 6M | +46.8% | -65.0% | +111.8% | +50.4% |
| YTD | +21.8% | -0.8% | +22.5% | +19.3% |
| 1Y | +23.5% | -20.3% | +43.8% | +21.9% |
| 3Y | +44.1% | +356.5% | -312.4% | +31.8% |
| 5Y | +49.9% | +952.8% | -903.0% | +32.3% |
| 10Y | +318.8% | +3,877.1% | -3,558.3% | +250.2% |
| All | +9,102.1% | +12,054.0% | -2,951.9% | +7,390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling