+37.9%
BAX vs SPXS
-25.7%
+63.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -1.9% |
| 7D | +0.4% | -9.5% | +9.8% | -3.0% |
| 30D | +3.4% | +7.4% | -4.0% | +6.9% |
| 3M | -4.5% | +6.1% | -10.6% | -1.3% |
| 6M | +44.0% | -7.3% | +51.3% | +42.0% |
| YTD | +34.9% | -26.7% | +61.6% | +20.7% |
| 1Y | +37.9% | -26.2% | +64.1% | +24.2% |
| All | +37.9% | -25.7% | +63.6% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling