+5.2%
SSPC vs ADP
+36.2%
-31.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.5% | +5.2% | +5.2% |
| 7D | +11.8% | +6.4% | +5.4% | +5.5% |
| 30D | +44.7% | +16.6% | +28.1% | +29.1% |
| 3M | -40.7% | +12.9% | -53.6% | -45.6% |
| All | +5.2% | +36.2% | -31.0% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling