+334.0%
SPGI vs ADP
+315.9%
+18.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | +1.6% | +3.2% | -1.6% | -0.4% |
| 30D | +16.1% | +12.8% | +3.3% | +7.4% |
| 3M | +15.5% | +12.3% | +3.1% | +7.0% |
| 6M | +19.6% | +45.4% | -25.8% | -6.3% |
| YTD | -3.6% | +21.4% | -25.0% | -15.4% |
| 1Y | +2.2% | +23.7% | -21.5% | -11.4% |
| 3Y | +30.1% | +43.6% | -13.5% | +1.4% |
| 5Y | +14.9% | +48.7% | -33.8% | -13.9% |
| 10Y | +334.0% | +316.1% | +17.9% | +90.1% |
| All | +334.0% | +315.9% | +18.1% | +90.1% |
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