-66.9%
BAX vs SPXS
-85.9%
+19.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -3.4% |
| 7D | -2.4% | -1.5% | -0.9% | -2.8% |
| 30D | -9.7% | +3.7% | -13.4% | -8.9% |
| 3M | +29.3% | -9.6% | +38.8% | +26.9% |
| 6M | +40.7% | -32.4% | +73.1% | +30.2% |
| YTD | +30.3% | -28.7% | +58.9% | +22.7% |
| 1Y | +3.4% | -38.1% | +41.5% | -5.0% |
| 3Y | -32.0% | -80.1% | +48.1% | -47.7% |
| 5Y | -66.9% | -85.9% | +19.0% | -74.9% |
| All | -66.9% | -85.9% | +19.0% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling