+14.7%
ADP vs SPMO
+161.5%
-146.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | -5.5% | +3.4% | -8.9% | -5.7% |
| 30D | -1.2% | +0.5% | -1.8% | -1.3% |
| 3M | +17.9% | +1.9% | +16.0% | +16.7% |
| 6M | +20.3% | +27.8% | -7.5% | +11.1% |
| YTD | +5.8% | +26.7% | -20.8% | -2.0% |
| 1Y | -7.7% | +28.9% | -36.6% | -15.3% |
| 3Y | +14.7% | +160.7% | -145.9% | -26.3% |
| All | +14.7% | +161.5% | -146.8% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling