+43.3%
ADP vs SPXU
-80.6%
+123.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | -1.3% |
| 7D | +1.1% | -1.5% | +2.6% | +1.0% |
| 30D | +11.5% | +9.7% | +1.9% | +12.9% |
| 3M | +12.0% | +8.4% | +3.6% | +13.4% |
| 6M | +43.8% | -5.7% | +49.5% | +43.0% |
| YTD | +20.1% | -25.4% | +45.5% | +15.7% |
| 1Y | +22.3% | -28.9% | +51.2% | +17.0% |
| 3Y | +43.3% | -81.2% | +124.5% | +12.8% |
| All | +43.3% | -80.6% | +123.9% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling