+3.0%
SSPC vs ADP
+36.1%
-33.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.2% | -16.1% | -15.9% |
| 7D | -4.7% | +3.2% | -7.9% | -7.0% |
| 30D | +36.7% | +14.9% | +21.8% | +23.8% |
| 3M | -49.4% | +11.6% | -61.1% | -53.3% |
| All | +3.0% | +36.1% | -33.1% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling