+490.2%
SPCX vs ADVB
-97.1%
+587.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.3% | +5.4% |
| 7D | +2.8% | +10.5% | -7.7% | +10.1% |
| 30D | -14.5% | -56.0% | +41.5% | -56.9% |
| 3M | +4.8% | -70.1% | +75.0% | -60.5% |
| 6M | +443.4% | -71.6% | +515.0% | +299.5% |
| YTD | +443.4% | -71.6% | +515.0% | +299.5% |
| 1Y | +443.4% | -71.6% | +515.0% | +299.5% |
| All | +490.2% | -97.1% | +587.3% | +326.5% |
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