+500.0%
SPCX vs ADVB
-97.4%
+597.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | +5.7% |
| 7D | +4.2% | -1.2% | +5.4% | +4.2% |
| 30D | -12.6% | -61.4% | +48.8% | -11.8% |
| 3M | +6.7% | -67.8% | +74.5% | +7.6% |
| 6M | +546.4% | -53.6% | +600.0% | +519.8% |
| YTD | +552.1% | -64.9% | +617.0% | +524.3% |
| 1Y | +453.2% | -74.8% | +527.9% | +428.4% |
| All | +500.0% | -97.4% | +597.4% | +463.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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