-6.8%
ADSE vs SPY
+110.5%
-117.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | -5.6% | -2.4% | -3.3% | -4.8% |
| 3M | -21.8% | -1.2% | -20.7% | -21.6% |
| 6M | -14.9% | +3.3% | -18.2% | -16.4% |
| YTD | -27.1% | +12.3% | -39.3% | -31.0% |
| 1Y | -9.3% | +12.4% | -21.8% | -14.3% |
| 3Y | +42.5% | +78.8% | -36.3% | +10.2% |
| 5Y | -8.1% | +75.2% | -83.3% | -30.4% |
| All | -6.8% | +110.5% | -117.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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