+499.9%
ABBV vs SPXS
-99.5%
+599.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +2.0% |
| 7D | -2.0% | +6.4% | -8.4% | -0.8% |
| 30D | +2.0% | +6.0% | -4.0% | +3.2% |
| 3M | +14.2% | -11.6% | +25.8% | +11.5% |
| 6M | +14.1% | -28.7% | +42.8% | +7.2% |
| YTD | +14.2% | -26.3% | +40.5% | +8.2% |
| 1Y | +24.2% | -34.9% | +59.1% | +15.1% |
| 3Y | +89.8% | -79.5% | +169.3% | +44.4% |
| 5Y | +187.2% | -85.9% | +273.1% | +117.5% |
| All | +499.9% | -99.5% | +599.4% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling