+40.7%
ABBV vs SPXS
-30.2%
+70.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +3.2% |
| 7D | +3.1% | +2.2% | +0.9% | +2.9% |
| 30D | +11.6% | +3.8% | +7.9% | +11.4% |
| 3M | +21.7% | +3.3% | +18.3% | +21.3% |
| 6M | +43.5% | -16.7% | +60.2% | +42.6% |
| YTD | +32.9% | -28.5% | +61.4% | +29.0% |
| 1Y | +40.7% | -30.4% | +71.1% | +36.5% |
| All | +40.7% | -30.2% | +70.8% | +36.5% |
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