+49.1%
ADP vs STT
+105.9%
-56.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.3% | +5.1% | -4.9% | -1.1% |
| 30D | +11.6% | -0.2% | +11.8% | +11.5% |
| 3M | +15.1% | -8.1% | +23.2% | +17.4% |
| 6M | +46.0% | +16.6% | +29.4% | +38.4% |
| YTD | +22.4% | +37.8% | -15.4% | +9.6% |
| 1Y | +24.5% | +46.8% | -22.3% | +9.2% |
| 3Y | +44.8% | +181.2% | -136.4% | +1.6% |
| 5Y | +49.1% | +105.1% | -56.1% | +8.2% |
| All | +49.1% | +105.9% | -56.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling