-61.0%
SPXU vs ADVB
-89.4%
+28.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.8% | +1.3% |
| 7D | +1.3% | -13.0% | +14.3% | +1.1% |
| 30D | +5.1% | +7.5% | -2.3% | +5.3% |
| 3M | -9.1% | +129.1% | -138.2% | -5.0% |
| 6M | -29.6% | +71.7% | -101.3% | -26.1% |
| YTD | -27.7% | +45.5% | -73.2% | -24.7% |
| 1Y | -37.0% | -2.7% | -34.2% | -35.3% |
| All | -61.0% | -89.4% | +28.4% | -71.9% |
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