+740.5%
BBY vs SPXS
-100.0%
+840.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -0.9% |
| 7D | +1.2% | +1.2% | -0.1% | +1.7% |
| 30D | +6.8% | +5.2% | +1.6% | +8.9% |
| 3M | +18.7% | -9.2% | +27.9% | +15.3% |
| 6M | +37.3% | -29.6% | +66.9% | +22.2% |
| YTD | +35.3% | -27.6% | +62.9% | +22.2% |
| 1Y | +20.7% | -36.7% | +57.4% | +4.8% |
| 3Y | +39.4% | -79.8% | +119.3% | -10.7% |
| 5Y | -1.5% | -85.9% | +84.4% | -34.0% |
| 10Y | +239.8% | -99.5% | +339.3% | -3.6% |
| All | +740.5% | -100.0% | +840.5% | -42.7% |
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