-27.0%
SPXS vs ADVB
-73.0%
+46.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +10.0% | -13.9% | -3.9% |
| 7D | +1.5% | +10.5% | -9.0% | +1.5% |
| 30D | +6.3% | -56.0% | +62.3% | +7.2% |
| 3M | +4.2% | -70.1% | +74.4% | +5.6% |
| 6M | -7.9% | -53.7% | +45.8% | -6.5% |
| YTD | -27.5% | -60.3% | +32.8% | -26.5% |
| 1Y | -27.0% | -73.1% | +46.1% | -30.5% |
| All | -27.0% | -73.0% | +46.0% | -30.5% |
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 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