+468.7%
SPCX vs ADP
+23.9%
+444.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +16.2% |
| 7D | -0.3% | +3.2% | -3.6% | -22.5% |
| 30D | -19.9% | +14.9% | -34.8% | -76.0% |
| 3M | +16.8% | +11.6% | +5.2% | -67.8% |
| 6M | +510.9% | +50.5% | +460.3% | -85.9% |
| YTD | +516.3% | +20.6% | +495.8% | -85.7% |
| 1Y | +421.3% | +23.7% | +397.6% | -87.9% |
| All | +468.7% | +23.9% | +444.8% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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