+56.7%
BDX vs SPXS
-99.6%
+156.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.3% |
| 7D | -3.2% | +2.5% | -5.7% | -2.7% |
| 30D | -2.5% | +4.2% | -6.8% | -1.7% |
| 3M | +21.4% | -9.3% | +30.7% | +19.5% |
| 6M | +10.4% | -30.7% | +41.1% | +3.6% |
| YTD | +18.8% | -28.1% | +46.9% | +12.6% |
| 1Y | +21.7% | -35.1% | +56.7% | +13.5% |
| 3Y | -10.0% | -79.6% | +69.6% | -29.8% |
| 5Y | -1.8% | -86.3% | +84.5% | -23.8% |
| All | +56.7% | -99.6% | +156.2% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling