+21.9%
BABA vs SPXS
-80.3%
+102.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.4% |
| 7D | -13.8% | -7.5% | -6.3% | -15.6% |
| 30D | -15.1% | +5.3% | -20.4% | -13.5% |
| 3M | -22.7% | +9.7% | -32.4% | -20.2% |
| 6M | -34.7% | -4.6% | -30.1% | -34.6% |
| YTD | -35.0% | -25.8% | -9.2% | -38.7% |
| 1Y | -40.4% | -28.8% | -11.6% | -44.3% |
| 3Y | +21.9% | -80.2% | +102.1% | -18.4% |
| All | +21.9% | -80.3% | +102.2% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling