+45.0%
ADP vs SPYG
+83.9%
-38.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -5.7% | +0.3% | -6.0% | -5.8% |
| 30D | -3.1% | -1.7% | -1.4% | -2.3% |
| 3M | +15.6% | +3.6% | +12.0% | +13.1% |
| 6M | +20.8% | +16.6% | +4.2% | +10.7% |
| YTD | +4.7% | +13.4% | -8.6% | -2.6% |
| 1Y | -8.3% | +19.6% | -27.9% | -17.6% |
| 3Y | +13.6% | +99.8% | -86.2% | -28.2% |
| 5Y | +45.0% | +85.0% | -39.9% | -5.9% |
| All | +45.0% | +83.9% | -38.9% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling