+2,038.9%
STX vs ADP
+319.4%
+1,719.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +16.8% | +0.3% | +16.6% | +16.7% |
| 30D | -27.0% | +11.6% | -38.6% | -30.8% |
| 3M | -37.9% | +15.1% | -52.9% | -42.2% |
| 6M | -32.5% | +46.0% | -78.5% | -45.5% |
| YTD | +98.6% | +22.4% | +76.2% | +73.9% |
| 1Y | +93.6% | +24.5% | +69.1% | +67.4% |
| 3Y | +699.1% | +44.8% | +654.3% | +514.4% |
| 5Y | +481.0% | +49.1% | +431.9% | +331.7% |
| All | +2,038.9% | +319.4% | +1,719.5% | +803.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling