+113.1%
BHP vs SPXS
-85.4%
+198.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -4.7% |
| 7D | -3.7% | +6.4% | -10.1% | -1.8% |
| 30D | -0.8% | +6.0% | -6.8% | +1.0% |
| 3M | +7.6% | -11.6% | +19.2% | +4.5% |
| 6M | +20.8% | -28.7% | +49.5% | +11.8% |
| YTD | +50.8% | -26.3% | +77.0% | +41.6% |
| 1Y | +70.9% | -34.9% | +105.8% | +56.2% |
| 3Y | +78.0% | -79.5% | +157.5% | +26.9% |
| 5Y | +113.1% | -85.9% | +199.0% | +48.8% |
| All | +113.1% | -85.4% | +198.5% | +48.8% |
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