+25.7%
ABNB vs SPXS
-93.4%
+119.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.1% |
| 7D | -4.0% | -0.1% | -3.9% | -3.9% |
| 30D | +19.3% | +0.8% | +18.5% | +20.1% |
| 3M | +36.1% | -4.7% | +40.8% | +34.3% |
| 6M | +34.2% | -29.6% | +63.9% | +15.6% |
| YTD | +34.1% | -29.8% | +63.9% | +16.2% |
| 1Y | +45.1% | -38.9% | +84.1% | +18.3% |
| 3Y | +37.1% | -79.6% | +116.7% | -25.7% |
| 5Y | +15.2% | -85.9% | +101.1% | -31.7% |
| All | +25.7% | -93.4% | +119.1% | -33.8% |
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