+1,883.6%
STX vs ADP
+318.0%
+1,565.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -28.5% | +3.2% | -31.7% | -29.5% |
| 30D | -42.9% | +14.9% | -57.8% | -46.5% |
| 3M | -45.9% | +11.6% | -57.5% | -49.0% |
| 6M | -41.3% | +48.5% | -89.8% | -53.2% |
| YTD | +67.9% | +20.6% | +47.4% | +47.9% |
| 1Y | +66.5% | +23.7% | +42.8% | +44.1% |
| 3Y | +588.0% | +47.8% | +540.2% | +420.5% |
| 5Y | +449.1% | +47.7% | +401.3% | +308.8% |
| All | +1,883.6% | +318.0% | +1,565.6% | +763.6% |
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