+147.1%
AMAT vs SPXS
-83.0%
+230.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -1.9% |
| 7D | +11.4% | -7.5% | +18.9% | +6.8% |
| 30D | -17.0% | +5.3% | -22.4% | -11.8% |
| 3M | -30.6% | +9.7% | -40.3% | -23.9% |
| 6M | -14.9% | -4.6% | -10.4% | -11.3% |
| YTD | +44.7% | -25.8% | +70.5% | +34.7% |
| 1Y | +66.9% | -28.8% | +95.7% | +52.9% |
| 3Y | +153.3% | -80.2% | +233.5% | +38.2% |
| All | +147.1% | -83.0% | +230.1% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling