-3.7%
ADSE vs SPY
+109.0%
-112.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.9% |
| 7D | +3.8% | +2.6% | +1.2% | +2.7% |
| 30D | -1.0% | -2.0% | +0.9% | -0.3% |
| 3M | -19.7% | -2.8% | -16.9% | -18.9% |
| 6M | -15.5% | +2.1% | -17.7% | -16.6% |
| YTD | -24.6% | +11.5% | -36.1% | -28.5% |
| 1Y | -6.5% | +13.5% | -20.0% | -12.0% |
| 3Y | +47.1% | +77.7% | -30.6% | +14.0% |
| 5Y | -5.3% | +72.6% | -77.9% | -28.0% |
| All | -3.7% | +109.0% | -112.7% | -28.1% |
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