+61.4%
AMAT vs SPXS
-30.2%
+91.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -7.7% |
| 7D | -11.2% | +2.2% | -13.4% | -9.0% |
| 30D | -31.9% | +3.8% | -35.6% | -28.7% |
| 3M | -32.3% | +3.3% | -35.7% | -29.0% |
| 6M | -5.4% | -16.7% | +11.3% | -14.1% |
| YTD | +44.3% | -28.5% | +72.8% | +22.9% |
| 1Y | +61.4% | -30.4% | +91.8% | +36.5% |
| All | +61.4% | -30.2% | +91.5% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling