-31.9%
ADSK vs SPXS
-40.2%
+8.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.5% | -8.0% |
| 7D | -16.4% | -0.1% | -16.3% | -16.4% |
| 30D | -9.2% | +0.8% | -10.0% | -9.0% |
| 3M | -6.7% | -4.7% | -2.0% | -6.2% |
| 6M | -15.5% | -29.6% | +14.1% | -20.9% |
| YTD | -26.4% | -29.8% | +3.4% | -30.5% |
| 1Y | -31.9% | -38.9% | +7.0% | -36.7% |
| All | -31.9% | -40.2% | +8.3% | -36.7% |
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