+151.4%
ADBE vs SPXS
-99.6%
+251.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +0.4% |
| 7D | -5.4% | +2.5% | -7.9% | -4.3% |
| 30D | -2.5% | +4.2% | -6.7% | -0.6% |
| 3M | +15.3% | -9.3% | +24.6% | +11.3% |
| 6M | -7.8% | -30.7% | +22.8% | -19.8% |
| YTD | -27.9% | -28.1% | +0.1% | -35.9% |
| 1Y | -28.0% | -35.1% | +7.0% | -38.3% |
| 3Y | -55.3% | -79.6% | +24.3% | -73.5% |
| 5Y | -61.7% | -86.3% | +24.5% | -75.9% |
| All | +151.4% | -99.6% | +251.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPXS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling