+25.3%
BAX vs SPXS
-100.0%
+125.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.3% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | -5.5% | +0.8% | -6.3% | -5.2% |
| 3M | +33.5% | -4.7% | +38.3% | +32.8% |
| 6M | +35.9% | -29.6% | +65.5% | +27.2% |
| YTD | +35.4% | -29.8% | +65.2% | +27.3% |
| 1Y | +9.8% | -38.9% | +48.7% | +0.6% |
| 3Y | -32.7% | -79.6% | +46.9% | -48.6% |
| 5Y | -65.6% | -85.9% | +20.4% | -73.5% |
| 10Y | -34.9% | -99.5% | +64.6% | -70.7% |
| All | +25.3% | -100.0% | +125.3% | -71.3% |
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