+160.4%
AMAT vs SPXS
-80.6%
+241.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -2.8% |
| 7D | +19.3% | -9.5% | +28.8% | +12.1% |
| 30D | -17.9% | +7.4% | -25.3% | -11.1% |
| 3M | -30.4% | +6.1% | -36.5% | -24.9% |
| 6M | -11.4% | -7.3% | -4.2% | -9.4% |
| YTD | +48.8% | -26.7% | +75.5% | +36.1% |
| 1Y | +66.0% | -26.2% | +92.2% | +54.2% |
| All | +160.4% | -80.6% | +241.0% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling