+3,080.4%
ADI vs SPXS
-100.0%
+3,180.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +1.1% |
| 7D | +2.6% | +1.2% | +1.4% | +3.1% |
| 30D | -4.6% | +5.2% | -9.8% | -2.6% |
| 3M | -9.5% | -9.2% | -0.3% | -11.6% |
| 6M | +14.8% | -29.6% | +44.4% | +3.0% |
| YTD | +35.8% | -27.6% | +63.4% | +24.0% |
| 1Y | +48.9% | -36.7% | +85.7% | +30.6% |
| 3Y | +115.6% | -79.8% | +195.4% | +40.8% |
| 5Y | +135.1% | -85.9% | +221.0% | +62.4% |
| 10Y | +636.4% | -99.5% | +736.0% | +124.1% |
| All | +3,080.4% | -100.0% | +3,180.4% | +227.0% |
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