+516.8%
BA vs SPXS
-100.0%
+616.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.2% |
| 7D | +1.1% | +7.5% | -6.4% | +4.5% |
| 30D | -7.9% | +17.5% | -25.4% | -1.1% |
| 3M | -25.3% | +14.7% | -40.0% | -20.3% |
| 6M | -24.6% | -0.1% | -24.5% | -23.0% |
| YTD | -20.1% | -19.7% | -0.4% | -24.2% |
| 1Y | -11.8% | -23.6% | +11.9% | -17.6% |
| 3Y | -10.1% | -79.2% | +69.1% | -44.8% |
| 5Y | -22.7% | -81.7% | +59.0% | -45.0% |
| 10Y | +35.1% | -99.5% | +134.6% | -61.7% |
| All | +516.8% | -100.0% | +616.8% | -48.5% |
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