-6.4%
SSPC vs ADP
+37.4%
-43.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.2% |
| 7D | -11.1% | +0.9% | -12.0% | -11.5% |
| 30D | +19.1% | +11.9% | +7.2% | +9.4% |
| 3M | -31.7% | +13.7% | -45.4% | -37.8% |
| All | -6.4% | +37.4% | -43.9% | -16.3% |
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