+817.9%
BHP vs SPXS
-100.0%
+917.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +2.4% |
| 7D | +1.3% | -1.5% | +2.8% | +0.6% |
| 30D | +4.0% | +3.7% | +0.3% | +5.6% |
| 3M | +12.3% | -9.6% | +21.9% | +8.8% |
| 6M | +30.8% | -32.4% | +63.2% | +14.2% |
| YTD | +58.8% | -28.7% | +87.4% | +42.8% |
| 1Y | +76.8% | -38.1% | +114.9% | +51.2% |
| 3Y | +87.5% | -80.1% | +167.6% | +9.6% |
| 5Y | +123.9% | -85.9% | +209.8% | +33.7% |
| 10Y | +504.4% | -99.5% | +603.9% | +13.4% |
| All | +817.9% | -100.0% | +917.9% | -74.8% |
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 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