-33.4%
BAX vs SPXS
-79.5%
+46.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.5% |
| 7D | -5.1% | +1.2% | -6.3% | -4.7% |
| 30D | -12.2% | +5.2% | -17.3% | -10.8% |
| 3M | +21.8% | -9.2% | +31.0% | +19.4% |
| 6M | +36.3% | -29.6% | +65.9% | +25.4% |
| YTD | +27.8% | -27.6% | +55.4% | +19.3% |
| 1Y | -0.1% | -36.7% | +36.7% | -9.1% |
| All | -33.4% | -79.5% | +46.1% | -50.9% |
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