+120.6%
ADM vs SPXS
-99.5%
+220.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | +0.3% |
| 7D | +0.7% | -9.5% | +10.2% | -1.5% |
| 30D | -14.7% | +7.4% | -22.1% | -13.0% |
| 3M | -10.4% | +6.1% | -16.5% | -8.8% |
| 6M | -10.9% | -7.3% | -3.7% | -11.9% |
| YTD | +26.0% | -26.7% | +52.7% | +18.6% |
| 1Y | +26.5% | -26.2% | +52.7% | +19.4% |
| 3Y | +8.2% | -80.3% | +88.6% | -23.1% |
| 5Y | +24.0% | -83.4% | +107.4% | -5.9% |
| All | +120.6% | -99.5% | +220.2% | -12.5% |
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