-59.9%
SPXS vs ADVB
-96.8%
+37.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -23.6% | +24.9% | +0.9% |
| 7D | -7.5% | +27.8% | -35.3% | -6.9% |
| 30D | +5.3% | -50.8% | +56.1% | +4.8% |
| 3M | +9.7% | -70.5% | +80.2% | +8.6% |
| 6M | -4.6% | -46.7% | +42.2% | -1.9% |
| YTD | -25.8% | -56.7% | +30.9% | -23.5% |
| 1Y | -28.8% | -71.8% | +43.0% | -28.8% |
| All | -59.9% | -96.8% | +37.0% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling