-19.5%
BABA vs SPXS
-38.2%
+18.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | +0.2% |
| 7D | -0.2% | -1.5% | +1.4% | -0.8% |
| 30D | -12.3% | +3.7% | -15.9% | -10.9% |
| 3M | -5.3% | -9.6% | +4.3% | -8.8% |
| 6M | -13.1% | -32.4% | +19.3% | -25.9% |
| YTD | -22.4% | -28.7% | +6.2% | -31.6% |
| 1Y | -19.5% | -38.1% | +18.6% | -30.0% |
| All | -19.5% | -38.2% | +18.8% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling