+187.4%
ABBV vs SPXS
-86.0%
+273.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.6% |
| 7D | +0.3% | +2.5% | -2.2% | +0.5% |
| 30D | +3.4% | +4.2% | -0.8% | +3.8% |
| 3M | +15.2% | -9.3% | +24.5% | +14.1% |
| 6M | +14.7% | -30.7% | +45.4% | +10.5% |
| YTD | +15.2% | -28.1% | +43.2% | +11.6% |
| 1Y | +20.4% | -35.1% | +55.4% | +15.5% |
| 3Y | +91.3% | -79.6% | +170.9% | +65.2% |
| All | +187.4% | -86.0% | +273.4% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling