-10.6%
BA vs SPXS
-30.2%
+19.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +0.4% |
| 7D | +5.9% | +2.2% | +3.7% | +6.8% |
| 30D | -8.2% | +3.8% | -11.9% | -6.7% |
| 3M | -25.4% | +3.3% | -28.7% | -24.0% |
| 6M | -20.0% | -16.7% | -3.3% | -23.9% |
| YTD | -18.5% | -28.5% | +10.1% | -27.1% |
| 1Y | -10.6% | -30.4% | +19.8% | -20.7% |
| All | -10.6% | -30.2% | +19.5% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling