+199.6%
ARM vs SPXS
-78.9%
+278.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -3.4% |
| 7D | +9.1% | -7.5% | +16.6% | +2.3% |
| 30D | -19.9% | +5.3% | -25.3% | -12.6% |
| 3M | -31.6% | +9.7% | -41.3% | -20.9% |
| 6M | -13.9% | -4.6% | -9.3% | -6.6% |
| YTD | +74.3% | -25.8% | +100.1% | +60.1% |
| 1Y | +35.8% | -28.8% | +64.6% | +21.1% |
| 3Y | +268.6% | -80.2% | +348.8% | +58.5% |
| All | +199.6% | -78.9% | +278.5% | +41.8% |
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