-38.3%
BAX vs SPXS
-99.5%
+61.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -0.4% |
| 7D | -5.4% | +6.4% | -11.8% | -3.9% |
| 30D | -12.4% | +6.0% | -18.4% | -11.0% |
| 3M | +19.1% | -11.6% | +30.7% | +16.2% |
| 6M | +38.6% | -28.7% | +67.3% | +29.4% |
| YTD | +26.7% | -26.3% | +53.0% | +20.0% |
| 1Y | +1.0% | -34.9% | +36.0% | -6.6% |
| 3Y | -33.9% | -79.5% | +45.6% | -50.4% |
| 5Y | -67.0% | -85.9% | +18.9% | -75.2% |
| All | -38.3% | -99.5% | +61.2% | -75.5% |
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