+193.0%
ARM vs SPXS
-78.8%
+271.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -7.0% | +13.7% | 0.0% |
| 7D | -5.3% | -1.5% | -3.8% | -4.8% |
| 30D | -30.0% | +9.6% | -39.7% | -20.9% |
| 3M | -34.1% | +8.5% | -42.5% | -24.8% |
| 6M | -12.6% | -5.8% | -6.9% | -6.7% |
| YTD | +70.4% | -25.4% | +95.8% | +56.5% |
| 1Y | +22.3% | -28.8% | +51.1% | +8.8% |
| 3Y | +261.2% | -80.9% | +342.1% | +50.5% |
| All | +193.0% | -78.8% | +271.7% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling