+318.8%
ADP vs SPXS
-99.5%
+418.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | -0.9% |
| 7D | +0.9% | +1.5% | -0.5% | +1.6% |
| 30D | +11.9% | +6.3% | +5.6% | +14.2% |
| 3M | +13.7% | +4.2% | +9.5% | +15.6% |
| 6M | +46.8% | -7.9% | +54.7% | +44.0% |
| YTD | +21.8% | -27.5% | +49.3% | +11.8% |
| 1Y | +23.5% | -27.0% | +50.6% | +13.9% |
| 3Y | +44.1% | -80.5% | +124.6% | -7.3% |
| 5Y | +49.9% | -84.0% | +133.8% | +5.4% |
| 10Y | +318.8% | -99.5% | +418.3% | +21.9% |
| All | +318.8% | -99.5% | +418.3% | +21.9% |
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