-56.6%
SPXS vs ADVB
-97.5%
+40.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -0.7% |
| 7D | +7.5% | -13.9% | +21.4% | +7.3% |
| 30D | +17.5% | -68.1% | +85.6% | +15.9% |
| 3M | +14.7% | -73.4% | +88.1% | +13.0% |
| 6M | -0.1% | -70.8% | +70.7% | +0.5% |
| YTD | -19.7% | -66.1% | +46.4% | -17.8% |
| 1Y | -23.6% | -77.5% | +53.9% | -24.0% |
| All | -56.6% | -97.5% | +40.9% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling