+308.7%
SPGI vs ADP
+285.0%
+23.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.2% |
| 7D | +0.1% | -3.4% | +3.6% | +2.4% |
| 30D | +8.4% | +2.8% | +5.6% | +6.5% |
| 3M | +11.8% | +20.9% | -9.1% | -1.2% |
| 6M | +5.7% | +29.9% | -24.2% | -11.2% |
| YTD | -9.7% | +9.6% | -19.3% | -15.3% |
| 1Y | -12.5% | -5.3% | -7.2% | -10.1% |
| 3Y | +21.8% | +16.5% | +5.3% | +8.4% |
| 5Y | +8.2% | +49.4% | -41.2% | -19.2% |
| All | +308.7% | +285.0% | +23.7% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling