+81.0%
BSX vs SPXS
-99.6%
+180.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -1.0% |
| 7D | -10.1% | +2.5% | -12.6% | -9.4% |
| 30D | -16.4% | +4.2% | -20.6% | -15.3% |
| 3M | -8.9% | -9.3% | +0.4% | -11.1% |
| 6M | -38.3% | -30.7% | -7.6% | -44.0% |
| YTD | -54.9% | -28.1% | -26.9% | -58.6% |
| 1Y | -58.8% | -35.1% | -23.7% | -63.1% |
| 3Y | -21.2% | -79.6% | +58.4% | -46.5% |
| 5Y | -3.3% | -86.3% | +82.9% | -33.9% |
| All | +81.0% | -99.6% | +180.5% | -45.0% |
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 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