+72.3%
BA vs SPXS
-99.5%
+171.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | 0.0% |
| 7D | +2.5% | -1.5% | +4.0% | +1.8% |
| 30D | -10.1% | +3.7% | -13.8% | -8.5% |
| 3M | -2.4% | -9.6% | +7.2% | -5.6% |
| 6M | -8.8% | -32.4% | +23.6% | -21.5% |
| YTD | -2.9% | -28.7% | +25.7% | -14.0% |
| 1Y | -8.8% | -38.1% | +29.3% | -23.5% |
| 3Y | -0.3% | -80.1% | +79.9% | -44.2% |
| 5Y | -0.3% | -85.9% | +85.6% | -40.6% |
| 10Y | +72.3% | -99.5% | +171.9% | -61.3% |
| All | +72.3% | -99.5% | +171.9% | -61.3% |
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