+317.2%
ADP vs SPXS
-99.5%
+416.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.8% |
| 7D | +0.3% | -9.5% | +9.7% | -2.6% |
| 30D | +11.6% | +7.4% | +4.2% | +14.2% |
| 3M | +15.1% | +6.1% | +8.9% | +17.6% |
| 6M | +46.0% | -7.3% | +53.3% | +43.5% |
| YTD | +22.4% | -26.7% | +49.1% | +12.7% |
| 1Y | +24.5% | -26.2% | +50.7% | +15.2% |
| 3Y | +44.8% | -80.3% | +125.1% | -6.5% |
| 5Y | +49.1% | -83.4% | +132.5% | +6.1% |
| All | +317.2% | -99.5% | +416.7% | +21.8% |
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