+65.9%
BLK vs SPXS
-79.6%
+145.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.7% |
| 7D | -3.3% | +2.5% | -5.8% | -2.4% |
| 30D | -6.5% | +4.2% | -10.7% | -4.9% |
| 3M | +6.7% | -9.3% | +16.1% | +3.8% |
| 6M | +14.7% | -30.7% | +45.4% | +2.4% |
| YTD | +2.5% | -28.1% | +30.6% | -6.5% |
| 1Y | -2.8% | -35.1% | +32.3% | -13.9% |
| 3Y | +65.9% | -79.6% | +145.4% | +5.3% |
| All | +65.9% | -79.6% | +145.5% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling