+43.3%
AMAT vs SPXS
-21.5%
+64.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +3.5% |
| 7D | -14.7% | +7.5% | -22.2% | -7.2% |
| 30D | -36.1% | +17.5% | -53.6% | -23.6% |
| 3M | -36.9% | +14.7% | -51.5% | -25.8% |
| 6M | -22.2% | -0.1% | -22.1% | -15.8% |
| YTD | +29.9% | -19.7% | +49.7% | +25.6% |
| 1Y | +43.3% | -23.6% | +66.9% | +35.2% |
| All | +43.3% | -21.5% | +64.8% | +35.2% |
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