+278.9%
ADP vs SPMO
+517.6%
-238.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -2.8% | -0.9% | -1.8% | -2.2% |
| 30D | +0.2% | -1.9% | +2.2% | +1.2% |
| 3M | +20.5% | -1.4% | +21.8% | +18.5% |
| 6M | +28.8% | +25.5% | +3.3% | +5.1% |
| YTD | +6.6% | +24.8% | -18.2% | -12.8% |
| 1Y | -6.9% | +24.5% | -31.4% | -24.1% |
| 3Y | +16.1% | +157.1% | -141.0% | -48.9% |
| 5Y | +49.3% | +149.5% | -100.2% | -33.0% |
| All | +278.9% | +517.6% | -238.7% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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