+1,617.0%
BLK vs SPXS
-100.0%
+1,717.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.5% |
| 7D | -3.3% | +2.5% | -5.8% | -2.2% |
| 30D | -6.5% | +4.2% | -10.7% | -4.6% |
| 3M | +6.7% | -9.3% | +16.1% | +3.1% |
| 6M | +14.7% | -30.7% | +45.4% | 0.0% |
| YTD | +2.5% | -28.1% | +30.6% | -8.4% |
| 1Y | -2.8% | -35.1% | +32.3% | -16.2% |
| 3Y | +65.9% | -79.6% | +145.4% | -2.9% |
| 5Y | +33.0% | -86.3% | +119.2% | -19.3% |
| 10Y | +281.2% | -99.5% | +380.7% | -23.4% |
| All | +1,617.0% | -100.0% | +1,717.0% | -44.0% |
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