+77.0%
SO vs ADP
+47.3%
+29.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.8% |
| 7D | -1.5% | +3.2% | -4.7% | -2.2% |
| 30D | +8.1% | +14.9% | -6.8% | +4.6% |
| 3M | +0.2% | +11.6% | -11.4% | -2.5% |
| 6M | +0.4% | +48.5% | -48.1% | -9.2% |
| YTD | +8.5% | +20.6% | -12.1% | +3.9% |
| 1Y | +4.9% | +23.7% | -18.8% | -0.4% |
| 3Y | +47.9% | +47.8% | +0.1% | +31.4% |
| All | +77.0% | +47.3% | +29.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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