+36.8%
ADP vs SPCH
-59.6%
+96.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +16.8% | -18.1% | -0.5% |
| 7D | +3.2% | -3.0% | +6.3% | +3.3% |
| 30D | +14.9% | -39.8% | +54.7% | +13.4% |
| 3M | +11.6% | +16.8% | -5.2% | +11.5% |
| All | +36.8% | -59.6% | +96.4% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 6mo: compounded portfolio wealth divided by compounded SPCH 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…
6mo analysis · Full analysis span regression · Available span rolling