+361.5%
ADP vs SPMO
+495.2%
-133.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +1.5% |
| 7D | +2.2% | +6.3% | -4.2% | -1.4% |
| 30D | +10.6% | -8.9% | +19.4% | +15.4% |
| 3M | +12.9% | -13.2% | +26.1% | +20.7% |
| 6M | +50.6% | -9.3% | +59.9% | +52.0% |
| YTD | +23.2% | +11.6% | +11.6% | +6.7% |
| 1Y | +25.3% | +13.4% | +11.9% | +7.0% |
| 3Y | +47.1% | +122.9% | -75.8% | -28.5% |
| 5Y | +50.1% | +113.9% | -63.9% | -24.9% |
| 10Y | +323.6% | +460.5% | -136.9% | +20.2% |
| All | +361.5% | +495.2% | -133.7% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling