-2.8%
BSX vs SPXS
-86.0%
+83.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.8% |
| 7D | -10.1% | +2.5% | -12.6% | -9.5% |
| 30D | -16.4% | +4.2% | -20.6% | -15.6% |
| 3M | -8.9% | -9.3% | +0.4% | -10.5% |
| 6M | -38.3% | -30.7% | -7.6% | -42.7% |
| YTD | -54.9% | -28.1% | -26.9% | -57.7% |
| 1Y | -58.8% | -35.1% | -23.7% | -62.1% |
| 3Y | -21.2% | -79.6% | +58.4% | -41.6% |
| All | -2.8% | -86.0% | +83.2% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling