+397.7%
BAC vs SPXS
-99.5%
+497.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +1.0% |
| 7D | +0.6% | +1.2% | -0.6% | +1.1% |
| 30D | -1.4% | +5.2% | -6.5% | +0.7% |
| 3M | +15.7% | -9.2% | +24.9% | +12.2% |
| 6M | +32.2% | -29.6% | +61.8% | +17.0% |
| YTD | +15.8% | -27.6% | +43.4% | +4.3% |
| 1Y | +27.3% | -36.7% | +64.0% | +9.5% |
| 3Y | +137.5% | -79.8% | +217.3% | +45.1% |
| 5Y | +73.1% | -85.9% | +158.9% | +9.6% |
| 10Y | +397.7% | -99.5% | +497.3% | +2.8% |
| All | +397.7% | -99.5% | +497.3% | +2.8% |
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