+20.3%
BABA vs SPXS
-99.5%
+119.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.0% |
| 7D | +11.6% | +7.5% | +4.1% | +14.4% |
| 30D | +2.3% | +17.5% | -15.2% | +8.0% |
| 3M | -13.7% | +14.7% | -28.4% | -9.4% |
| 6M | -21.9% | -0.1% | -21.8% | -20.8% |
| YTD | -24.6% | -19.7% | -4.9% | -27.5% |
| 1Y | -34.1% | -23.6% | -10.5% | -37.4% |
| 3Y | +36.3% | -79.2% | +115.4% | -6.7% |
| 5Y | -26.7% | -81.7% | +55.0% | -43.9% |
| All | +20.3% | -99.5% | +119.8% | -59.6% |
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