+1,089.4%
ADBE vs SPXS
-100.0%
+1,189.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -2.8% |
| 7D | -10.1% | -1.5% | -8.5% | -10.5% |
| 30D | -3.0% | +3.7% | -6.7% | -1.4% |
| 3M | +5.0% | -9.6% | +14.6% | +1.2% |
| 6M | -9.3% | -32.4% | +23.1% | -21.5% |
| YTD | -26.5% | -28.7% | +2.2% | -34.7% |
| 1Y | -28.3% | -38.1% | +9.8% | -39.4% |
| 3Y | -54.1% | -80.1% | +26.0% | -72.4% |
| 5Y | -61.2% | -85.9% | +24.7% | -74.7% |
| 10Y | +152.5% | -99.5% | +252.0% | -31.9% |
| All | +1,089.4% | -100.0% | +1,189.4% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling