+46.8%
ADP vs SPXU
-8.8%
+55.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.8% |
| 7D | +0.9% | +1.5% | -0.6% | +0.5% |
| 30D | +11.9% | +6.4% | +5.5% | +10.5% |
| 3M | +13.7% | +4.2% | +9.5% | +12.4% |
| 6M | +46.8% | -7.8% | +54.5% | +49.6% |
| All | +46.8% | -8.8% | +55.6% | +49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling