+59.8%
SO vs ADP
+49.8%
+10.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.3% |
| 7D | -0.2% | -3.4% | +3.3% | +0.7% |
| 30D | -4.6% | +2.8% | -7.4% | -5.3% |
| 3M | -3.0% | +20.9% | -24.0% | -7.6% |
| 6M | -8.3% | +29.9% | -38.1% | -14.3% |
| YTD | +3.5% | +9.6% | -6.1% | +1.4% |
| 1Y | -0.9% | -5.3% | +4.3% | +1.5% |
| 3Y | +45.4% | +16.5% | +28.9% | +38.6% |
| All | +59.8% | +49.8% | +10.0% | +38.3% |
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