+102.4%
STX vs ADP
+26.1%
+76.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -2.5% |
| 7D | +14.6% | +2.2% | +12.4% | +16.9% |
| 30D | -26.0% | +10.6% | -36.5% | -18.2% |
| 3M | -42.6% | +12.9% | -55.5% | -35.0% |
| 6M | -35.3% | +50.6% | -85.9% | -14.0% |
| YTD | +92.5% | +23.2% | +69.3% | +119.9% |
| 1Y | +102.4% | +25.3% | +77.1% | +129.9% |
| All | +102.4% | +26.1% | +76.3% | +129.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling