+275.2%
ADP vs SPYG
+420.3%
-145.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | -5.7% | -1.8% | -3.9% | -4.5% |
| 30D | -1.4% | -1.9% | +0.5% | -0.1% |
| 3M | +16.6% | +5.2% | +11.4% | +11.5% |
| 6M | +24.9% | +15.6% | +9.4% | +10.6% |
| YTD | +5.6% | +12.4% | -6.8% | -4.7% |
| 1Y | -6.0% | +17.5% | -23.5% | -18.5% |
| 3Y | +14.5% | +98.1% | -83.6% | -37.6% |
| 5Y | +47.9% | +84.9% | -37.0% | -15.9% |
| All | +275.2% | +420.3% | -145.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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