-60.4%
SPXS vs ADVB
-95.9%
+35.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +42.7% | -41.6% | +1.8% |
| 7D | -9.5% | +74.2% | -83.7% | -8.4% |
| 30D | +7.4% | -35.9% | +43.2% | +7.3% |
| 3M | +6.1% | -56.4% | +62.6% | +5.7% |
| 6M | -7.3% | -36.7% | +29.4% | -4.7% |
| YTD | -26.7% | -43.3% | +16.6% | -24.2% |
| 1Y | -26.2% | -63.4% | +37.2% | -26.0% |
| All | -60.4% | -95.9% | +35.5% | -71.8% |
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