+1,118.6%
ABBV vs SPXS
-99.9%
+1,218.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -2.6% |
| 7D | -4.3% | -1.5% | -2.8% | -4.6% |
| 30D | +1.1% | +3.7% | -2.6% | +2.0% |
| 3M | +12.3% | -9.6% | +21.9% | +9.9% |
| 6M | +9.8% | -32.4% | +42.2% | +1.1% |
| YTD | +11.5% | -28.7% | +40.1% | +4.0% |
| 1Y | +22.3% | -38.1% | +60.4% | +10.8% |
| 3Y | +85.2% | -80.1% | +165.3% | +34.9% |
| 5Y | +170.8% | -85.9% | +256.7% | +97.7% |
| 10Y | +485.4% | -99.5% | +585.0% | +96.8% |
| All | +1,118.6% | -99.9% | +1,218.5% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling