+135.4%
BAC vs SPXS
-79.8%
+215.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | 0.0% |
| 7D | +1.2% | -1.5% | +2.7% | +0.7% |
| 30D | -0.7% | +3.7% | -4.4% | +0.4% |
| 3M | +16.9% | -9.6% | +26.5% | +13.9% |
| 6M | +29.6% | -32.4% | +62.0% | +15.7% |
| YTD | +15.3% | -28.7% | +43.9% | +5.4% |
| 1Y | +28.8% | -38.1% | +66.9% | +13.2% |
| All | +135.4% | -79.8% | +215.2% | +55.4% |
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