+25.5%
BA vs SPXS
-99.5%
+125.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | -1.1% |
| 7D | -1.4% | +1.5% | -2.9% | -0.3% |
| 30D | -7.9% | +6.3% | -14.2% | -4.7% |
| 3M | -25.2% | +4.2% | -29.4% | -23.0% |
| 6M | -26.7% | -7.9% | -18.8% | -27.8% |
| YTD | -19.6% | -27.5% | +7.9% | -27.7% |
| 1Y | -10.6% | -27.0% | +16.4% | -19.0% |
| 3Y | -11.2% | -80.5% | +69.3% | -50.9% |
| 5Y | -20.4% | -84.0% | +63.5% | -49.4% |
| All | +25.5% | -99.5% | +125.0% | -69.7% |
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 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