+49.1%
ADP vs SPMO
+118.7%
-69.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.3% | +9.8% | -9.5% | -2.2% |
| 30D | +11.6% | -9.2% | +20.8% | +14.3% |
| 3M | +15.1% | -11.0% | +26.0% | +18.3% |
| 6M | +46.0% | -6.6% | +52.7% | +44.3% |
| YTD | +22.4% | +13.3% | +9.0% | +8.8% |
| 1Y | +24.5% | +12.7% | +11.8% | +10.9% |
| 3Y | +44.8% | +127.5% | -82.7% | -24.4% |
| 5Y | +49.1% | +117.4% | -68.3% | -20.0% |
| All | +49.1% | +118.7% | -69.6% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling