-23.6%
SPXS vs ADVB
-77.7%
+54.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -0.8% |
| 7D | +7.5% | -13.9% | +21.4% | +7.6% |
| 30D | +17.5% | -68.1% | +85.6% | +18.7% |
| 3M | +14.7% | -73.4% | +88.1% | +16.0% |
| 6M | -0.1% | -70.8% | +70.7% | +1.4% |
| YTD | -19.7% | -66.1% | +46.4% | -18.7% |
| 1Y | -23.6% | -77.5% | +53.9% | -27.2% |
| All | -23.6% | -77.7% | +54.0% | -27.2% |
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