+1,337.0%
ADP vs SPXS
-100.0%
+1,437.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -1.7% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +2.8% | +0.8% | +2.0% | +3.1% |
| 3M | +20.9% | -4.7% | +25.6% | +19.5% |
| 6M | +29.9% | -29.6% | +59.5% | +17.8% |
| YTD | +9.6% | -29.8% | +39.5% | -0.2% |
| 1Y | -5.3% | -38.9% | +33.7% | -16.9% |
| 3Y | +16.5% | -79.6% | +96.1% | -21.1% |
| 5Y | +49.4% | -85.9% | +135.3% | +3.6% |
| 10Y | +282.2% | -99.5% | +381.7% | +32.6% |
| All | +1,337.0% | -100.0% | +1,437.0% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling