+1,019.5%
STX vs ADP
+49.8%
+969.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +6.7% |
| 7D | +2.4% | -3.4% | +5.8% | +2.9% |
| 30D | +1.4% | +2.8% | -1.4% | +0.8% |
| 3M | -8.2% | +20.9% | -29.2% | -13.2% |
| 6M | +127.0% | +29.9% | +97.1% | +107.7% |
| YTD | +209.1% | +9.6% | +199.5% | +201.8% |
| 1Y | +365.4% | -5.3% | +370.7% | +384.5% |
| 3Y | +1,135.4% | +16.5% | +1,118.9% | +1,034.0% |
| All | +1,019.5% | +49.8% | +969.7% | +743.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling