+17.6%
ABNB vs SPXS
-93.2%
+110.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +0.3% |
| 7D | -6.5% | +2.5% | -9.0% | -5.2% |
| 30D | -5.5% | +4.2% | -9.7% | -3.3% |
| 3M | +30.0% | -9.3% | +39.4% | +25.0% |
| 6M | +27.6% | -30.7% | +58.3% | +9.0% |
| YTD | +25.4% | -28.1% | +53.5% | +10.1% |
| 1Y | +38.3% | -35.1% | +73.4% | +16.4% |
| 3Y | +15.5% | -79.6% | +95.1% | -37.3% |
| 5Y | +3.0% | -86.3% | +89.3% | -38.8% |
| All | +17.6% | -93.2% | +110.8% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPXS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling