-14.4%
BN vs SPXS
-34.6%
+20.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -0.3% |
| 7D | -5.9% | +6.4% | -12.2% | -2.9% |
| 30D | -15.1% | +6.0% | -21.1% | -12.4% |
| 3M | -14.6% | -11.6% | -2.9% | -18.8% |
| 6M | -8.4% | -28.7% | +20.3% | -20.8% |
| YTD | -16.8% | -26.3% | +9.5% | -25.8% |
| 1Y | -14.4% | -34.9% | +20.6% | -29.2% |
| All | -14.4% | -34.6% | +20.2% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling