+49.1%
ADP vs SUI
-26.3%
+75.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.7% |
| 7D | +3.2% | +6.2% | -3.0% | +1.0% |
| 30D | +14.9% | +8.6% | +6.3% | +11.5% |
| 3M | +11.6% | +1.0% | +10.6% | +11.1% |
| 6M | +48.5% | -2.6% | +51.1% | +49.7% |
| YTD | +20.6% | -0.1% | +20.7% | +20.1% |
| 1Y | +23.7% | +0.5% | +23.2% | +22.9% |
| 3Y | +47.8% | +15.3% | +32.5% | +36.3% |
| All | +49.1% | -26.3% | +75.4% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling