+2,071.0%
STX vs ADP
+327.9%
+1,743.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +10.0% |
| 7D | -14.8% | +1.1% | -15.9% | -15.3% |
| 30D | -35.4% | +11.5% | -46.9% | -38.7% |
| 3M | -37.7% | +12.0% | -49.7% | -41.4% |
| 6M | -35.2% | +43.8% | -79.0% | -47.5% |
| YTD | +84.4% | +20.1% | +64.3% | +62.6% |
| 1Y | +82.3% | +22.3% | +60.0% | +58.6% |
| 3Y | +646.2% | +43.3% | +602.9% | +474.8% |
| 5Y | +487.4% | +47.3% | +440.1% | +337.5% |
| 10Y | +2,071.0% | +313.7% | +1,757.3% | +829.5% |
| All | +2,071.0% | +327.9% | +1,743.2% | +829.5% |
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