-15.7%
ADSK vs SPXS
-30.3%
+14.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.3% |
| 7D | -2.5% | +2.5% | -5.0% | -2.4% |
| 30D | -14.9% | +4.2% | -19.1% | -14.7% |
| 3M | +3.3% | -9.3% | +12.6% | +3.7% |
| 6M | -15.7% | -30.7% | +15.0% | -19.0% |
| All | -15.7% | -30.3% | +14.6% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling