+4,606.0%
ADP vs SUI
+4,037.5%
+568.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -3.4% | -2.8% | -0.6% | -2.5% |
| 30D | +2.8% | -1.2% | +4.0% | +3.1% |
| 3M | +20.9% | -1.7% | +22.7% | +21.7% |
| 6M | +29.9% | -10.5% | +40.3% | +34.4% |
| YTD | +9.6% | -1.8% | +11.5% | +10.0% |
| 1Y | -5.3% | -4.1% | -1.2% | -4.3% |
| 3Y | +16.5% | +11.3% | +5.2% | +10.3% |
| 5Y | +49.4% | -32.1% | +81.5% | +64.0% |
| 10Y | +282.2% | +110.4% | +171.8% | +195.3% |
| All | +4,606.0% | +4,037.5% | +568.5% | +1,738.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling