-38.2%
SPXU vs ADVB
+10.9%
-49.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +1.8% |
| 7D | -1.5% | -14.0% | +12.5% | -1.2% |
| 30D | +3.7% | +41.0% | -37.3% | +3.0% |
| 3M | -9.6% | +127.9% | -137.5% | -10.9% |
| 6M | -32.4% | +101.3% | -133.7% | -33.1% |
| YTD | -28.7% | +53.8% | -82.5% | -29.4% |
| 1Y | -38.2% | +4.4% | -42.6% | -38.1% |
| All | -38.2% | +10.9% | -49.1% | -38.1% |
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