+279.0%
ADP vs SPXU
-99.5%
+378.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.6% |
| 7D | -5.7% | +1.3% | -6.9% | -5.3% |
| 30D | -3.1% | +5.1% | -8.2% | -1.5% |
| 3M | +15.6% | -9.1% | +24.7% | +12.5% |
| 6M | +20.8% | -29.6% | +50.4% | +9.1% |
| YTD | +4.7% | -27.7% | +32.4% | -4.2% |
| 1Y | -8.3% | -37.0% | +28.7% | -19.3% |
| 3Y | +13.6% | -80.2% | +93.7% | -26.2% |
| 5Y | +45.0% | -86.0% | +131.0% | -2.7% |
| 10Y | +279.0% | -99.5% | +378.5% | +13.0% |
| All | +279.0% | -99.5% | +378.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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