+310.7%
ADP vs SPMO
+572.4%
-261.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -3.0% |
| 7D | -3.4% | +2.0% | -5.4% | -4.6% |
| 30D | +2.8% | -0.4% | +3.2% | +2.8% |
| 3M | +20.9% | -1.9% | +22.8% | +19.1% |
| 6M | +29.9% | +25.0% | +4.8% | +6.9% |
| YTD | +9.6% | +26.0% | -16.4% | -10.3% |
| 1Y | -5.3% | +28.7% | -33.9% | -24.1% |
| 3Y | +16.5% | +160.9% | -144.4% | -48.1% |
| 5Y | +49.4% | +147.9% | -98.5% | -30.9% |
| 10Y | +282.2% | +518.9% | -236.7% | +2.8% |
| All | +310.7% | +572.4% | -261.7% | +10.0% |
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 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