+281.1%
AVAV vs SPXS
-100.0%
+381.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.8% | +11.3% | +10.2% |
| 7D | -10.6% | +7.5% | -18.1% | -8.0% |
| 30D | -18.8% | +17.5% | -36.3% | -13.8% |
| 3M | -34.1% | +14.7% | -48.8% | -30.3% |
| 6M | -35.3% | -0.1% | -35.2% | -33.5% |
| YTD | -53.4% | -19.7% | -33.6% | -54.5% |
| 1Y | -65.6% | -23.6% | -42.0% | -66.8% |
| 3Y | -5.1% | -79.2% | +74.1% | -32.2% |
| 5Y | +18.5% | -81.7% | +100.3% | -6.7% |
| 10Y | +369.8% | -99.5% | +469.4% | +76.5% |
| All | +281.1% | -100.0% | +381.1% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling