+45.4%
ADP vs STT
+183.8%
-138.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +11.9% | -0.4% | +12.3% | +11.9% |
| 3M | +13.7% | -6.5% | +20.2% | +15.1% |
| 6M | +46.8% | +17.2% | +29.6% | +39.8% |
| YTD | +21.8% | +38.2% | -16.4% | +10.2% |
| 1Y | +23.5% | +49.3% | -25.8% | +9.1% |
| All | +45.4% | +183.8% | -138.3% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling