+420.7%
BAC vs SPXS
-100.0%
+520.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | +0.2% |
| 7D | +1.5% | -9.5% | +11.0% | -3.6% |
| 30D | -6.4% | +7.4% | -13.8% | -1.7% |
| 3M | -21.7% | +6.1% | -27.8% | -18.0% |
| 6M | +0.5% | -7.3% | +7.8% | -1.4% |
| YTD | -6.7% | -26.7% | +20.0% | -18.0% |
| 1Y | -4.7% | -26.2% | +21.5% | -15.4% |
| 3Y | +96.1% | -80.3% | +176.4% | -4.2% |
| 5Y | +21.7% | -83.4% | +105.1% | -32.4% |
| 10Y | +232.0% | -99.5% | +331.5% | -64.1% |
| All | +420.7% | -100.0% | +520.7% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling