+60.7%
BMY vs SPXS
-99.6%
+160.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.6% |
| 7D | -4.8% | +2.5% | -7.3% | -4.4% |
| 30D | -0.1% | +4.2% | -4.3% | +0.7% |
| 3M | +13.1% | -9.3% | +22.4% | +11.6% |
| 6M | +8.4% | -30.7% | +39.1% | +2.7% |
| YTD | +22.0% | -28.1% | +50.0% | +16.5% |
| 1Y | +40.3% | -35.1% | +75.4% | +32.2% |
| 3Y | +20.5% | -79.6% | +100.1% | -3.4% |
| 5Y | +23.7% | -86.3% | +110.0% | -1.4% |
| All | +60.7% | -99.6% | +160.3% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling