-37.5%
BSX vs SPXS
-33.3%
-4.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | +0.1% |
| 7D | -7.0% | +1.2% | -8.3% | -6.9% |
| 30D | -10.9% | +5.2% | -16.1% | -10.5% |
| 3M | -8.2% | -9.2% | +1.0% | -8.7% |
| 6M | -37.5% | -29.6% | -7.9% | -40.8% |
| All | -37.5% | -33.3% | -4.2% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling