+126.6%
ADM vs SPXS
-99.5%
+226.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +3.0% |
| 7D | +4.2% | -7.5% | +11.7% | +2.4% |
| 30D | -12.8% | +5.3% | -18.2% | -11.5% |
| 3M | -8.5% | +9.7% | -18.2% | -6.1% |
| 6M | -10.9% | -4.6% | -6.4% | -11.2% |
| YTD | +29.4% | -25.8% | +55.2% | +22.2% |
| 1Y | +27.5% | -28.8% | +56.3% | +19.4% |
| 3Y | +10.3% | -80.2% | +90.5% | -21.4% |
| 5Y | +27.4% | -83.2% | +110.6% | -3.1% |
| All | +126.6% | -99.5% | +226.1% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling