-30.4%
SPXS vs ADVB
-76.7%
+46.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.3% | -4.9% |
| 7D | +2.2% | -29.5% | +31.7% | +2.4% |
| 30D | +3.8% | -66.9% | +70.6% | +4.9% |
| 3M | +3.3% | -73.7% | +77.0% | +4.6% |
| 6M | -16.7% | -64.8% | +48.1% | -15.3% |
| YTD | -28.5% | -64.0% | +35.5% | -27.5% |
| 1Y | -30.4% | -77.0% | +46.5% | -34.2% |
| All | -30.4% | -76.7% | +46.2% | -34.2% |
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