-38.9%
SPXS vs ADVB
+5.8%
-44.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -0.1% | -3.8% | +3.7% | 0.0% |
| 30D | +0.8% | +17.6% | -16.7% | +0.4% |
| 3M | -4.7% | +119.1% | -123.8% | -6.0% |
| 6M | -29.6% | +103.4% | -133.0% | -30.4% |
| YTD | -29.8% | +59.8% | -89.7% | -30.5% |
| 1Y | -38.9% | +8.5% | -47.5% | -38.8% |
| All | -38.9% | +5.8% | -44.8% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling