+7,955.8%
BKNG vs SPXS
-100.0%
+8,055.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +1.2% |
| 7D | -10.7% | +6.4% | -17.0% | -8.5% |
| 30D | -18.1% | +6.0% | -24.1% | -16.2% |
| 3M | +8.5% | -11.6% | +20.2% | +4.4% |
| 6M | -0.1% | -28.7% | +28.7% | -10.2% |
| YTD | -18.2% | -26.3% | +8.0% | -25.1% |
| 1Y | -19.9% | -34.9% | +15.1% | -29.3% |
| 3Y | +41.6% | -79.5% | +121.1% | -8.6% |
| 5Y | +93.1% | -85.9% | +179.0% | +29.5% |
| 10Y | +214.8% | -99.5% | +314.3% | -9.2% |
| All | +7,955.8% | -100.0% | +8,055.8% | +616.3% |
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