+343.3%
SPGI vs ADP
+322.2%
+21.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | +1.2% | +2.2% | -0.9% | -0.1% |
| 30D | +15.9% | +10.6% | +5.4% | +8.7% |
| 3M | +12.3% | +12.9% | -0.6% | +3.7% |
| 6M | +23.7% | +50.6% | -26.9% | -5.3% |
| YTD | -3.5% | +23.2% | -26.7% | -16.2% |
| 1Y | +0.4% | +25.3% | -24.8% | -13.7% |
| 3Y | +29.9% | +47.1% | -17.2% | -0.3% |
| 5Y | +15.2% | +50.1% | -34.9% | -14.2% |
| All | +343.3% | +322.2% | +21.2% | +91.1% |
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