-62.2%
ADBE vs SPXS
-85.4%
+23.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.2% | -1.6% |
| 7D | -12.9% | +6.4% | -19.3% | -10.6% |
| 30D | -5.6% | +6.0% | -11.6% | -3.1% |
| 3M | +6.6% | -11.6% | +18.3% | +1.6% |
| 6M | -9.6% | -28.7% | +19.2% | -20.5% |
| YTD | -28.9% | -26.3% | -2.6% | -36.3% |
| 1Y | -28.9% | -34.9% | +6.0% | -39.2% |
| 3Y | -55.6% | -79.5% | +23.9% | -74.7% |
| 5Y | -62.2% | -85.9% | +23.7% | -76.1% |
| All | -62.2% | -85.4% | +23.2% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling