+48.7%
ADP vs SPYG
+67.3%
-18.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | +2.2% | +2.3% | -0.2% | +1.1% |
| 30D | +10.6% | -6.5% | +17.0% | +13.3% |
| 3M | +12.9% | -6.8% | +19.8% | +15.8% |
| 6M | +50.6% | -3.1% | +53.8% | +50.9% |
| YTD | +23.2% | +8.0% | +15.2% | +16.4% |
| 1Y | +25.3% | +10.2% | +15.0% | +16.9% |
| 3Y | +47.1% | +91.0% | -43.9% | -5.7% |
| All | +48.7% | +67.3% | -18.6% | +1.5% |
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