+422.5%
BAC vs SPXS
-100.0%
+522.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.8% |
| 7D | +2.1% | +0.4% | +1.6% | +3.0% |
| 30D | -6.7% | +10.8% | -17.5% | -0.4% |
| 3M | -20.2% | +9.6% | -29.9% | -15.1% |
| 6M | -0.2% | -4.7% | +4.5% | -0.7% |
| YTD | -6.4% | -24.6% | +18.2% | -16.4% |
| 1Y | -3.1% | -24.6% | +21.5% | -13.1% |
| 3Y | +96.7% | -79.8% | +176.5% | -2.4% |
| 5Y | +21.3% | -83.3% | +104.6% | -32.5% |
| 10Y | +237.7% | -99.5% | +337.2% | -62.8% |
| All | +422.5% | -100.0% | +522.5% | -97.1% |
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