+45.8%
ADP vs SPXS
-85.9%
+131.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.1% |
| 7D | -5.5% | -1.5% | -3.9% | -5.8% |
| 30D | -1.2% | +3.7% | -4.9% | -0.3% |
| 3M | +17.9% | -9.6% | +27.4% | +15.4% |
| 6M | +20.3% | -32.4% | +52.7% | +10.1% |
| YTD | +5.8% | -28.7% | +34.5% | -1.5% |
| 1Y | -7.7% | -38.1% | +30.4% | -16.8% |
| 3Y | +14.7% | -80.1% | +94.8% | -19.5% |
| 5Y | +45.8% | -85.9% | +131.7% | +5.0% |
| All | +45.8% | -85.9% | +131.7% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling