+467.0%
SPCX vs ADVB
-97.5%
+564.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.4% | +8.5% |
| 7D | -0.3% | -13.9% | +13.6% | -0.1% |
| 30D | -19.9% | -68.1% | +48.2% | -19.0% |
| 3M | +16.8% | -73.4% | +90.2% | +18.0% |
| 6M | +510.9% | -55.2% | +566.1% | +486.2% |
| YTD | +516.3% | -66.1% | +582.4% | +490.4% |
| 1Y | +421.3% | -77.5% | +498.8% | +397.9% |
| All | +467.0% | -97.5% | +564.5% | +432.8% |
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