+331.8%
SPGI vs ADP
+318.0%
+13.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.2% |
| 7D | +0.3% | +3.2% | -3.0% | -1.7% |
| 30D | +18.4% | +14.9% | +3.5% | +8.3% |
| 3M | +15.7% | +11.6% | +4.1% | +7.7% |
| 6M | +17.3% | +48.5% | -31.2% | -9.4% |
| YTD | -4.7% | +20.6% | -25.3% | -16.0% |
| 1Y | +1.8% | +23.7% | -21.9% | -11.8% |
| 3Y | +31.7% | +47.8% | -16.1% | +0.8% |
| 5Y | +12.1% | +47.7% | -35.6% | -15.7% |
| All | +331.8% | +318.0% | +13.8% | +87.9% |
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