-8.3%
ADP vs SPXS
-37.2%
+28.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.0% |
| 7D | -5.7% | +1.2% | -6.9% | -5.7% |
| 30D | -3.1% | +5.2% | -8.3% | -3.1% |
| 3M | +15.6% | -9.2% | +24.8% | +15.8% |
| 6M | +20.8% | -29.6% | +50.4% | +19.4% |
| YTD | +4.7% | -27.6% | +32.4% | +4.5% |
| 1Y | -8.3% | -36.7% | +28.4% | -11.3% |
| All | -8.3% | -37.2% | +28.9% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling