+1,967.8%
STX vs ADP
+315.9%
+1,651.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -17.3% | +3.2% | -20.5% | -18.4% |
| 30D | -35.9% | +12.8% | -48.7% | -39.5% |
| 3M | -37.3% | +12.3% | -49.6% | -41.1% |
| 6M | -35.8% | +45.4% | -81.2% | -48.1% |
| YTD | +82.7% | +21.4% | +61.3% | +60.5% |
| 1Y | +71.6% | +23.7% | +47.9% | +48.7% |
| 3Y | +635.3% | +43.6% | +591.6% | +467.0% |
| 5Y | +483.8% | +48.7% | +435.1% | +333.5% |
| 10Y | +1,967.8% | +316.1% | +1,651.7% | +788.5% |
| All | +1,967.8% | +315.9% | +1,651.9% | +788.5% |
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 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