+16.7%
BABA vs SPXS
-99.5%
+116.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | 0.0% |
| 7D | -0.2% | -1.5% | +1.4% | -0.7% |
| 30D | -12.3% | +3.7% | -15.9% | -11.3% |
| 3M | -5.3% | -9.6% | +4.3% | -7.7% |
| 6M | -13.1% | -32.4% | +19.3% | -21.7% |
| YTD | -22.4% | -28.7% | +6.2% | -28.6% |
| 1Y | -19.5% | -38.1% | +18.6% | -28.4% |
| 3Y | +32.9% | -80.1% | +113.1% | -10.4% |
| 5Y | -29.9% | -85.9% | +56.0% | -50.5% |
| 10Y | +16.7% | -99.5% | +116.2% | -62.7% |
| All | +16.7% | -99.5% | +116.2% | -62.7% |
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