+316.8%
ADP vs SUI
+115.7%
+201.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.6% |
| 7D | +3.2% | +6.2% | -3.0% | +0.6% |
| 30D | +14.9% | +8.6% | +6.3% | +10.9% |
| 3M | +11.6% | +1.0% | +10.6% | +11.0% |
| 6M | +48.5% | -2.6% | +51.1% | +49.9% |
| YTD | +20.6% | -0.1% | +20.7% | +20.0% |
| 1Y | +23.7% | +0.5% | +23.2% | +22.8% |
| 3Y | +47.8% | +15.3% | +32.5% | +34.5% |
| 5Y | +47.7% | -26.1% | +73.9% | +63.2% |
| All | +316.8% | +115.7% | +201.1% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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