+586.4%
BSX vs SPXS
-100.0%
+686.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | +0.4% |
| 7D | -7.0% | +1.2% | -8.3% | -6.7% |
| 30D | -10.9% | +5.2% | -16.1% | -9.4% |
| 3M | -8.2% | -9.2% | +1.0% | -10.6% |
| 6M | -37.5% | -29.6% | -7.9% | -43.5% |
| YTD | -52.8% | -27.6% | -25.2% | -56.9% |
| 1Y | -58.4% | -36.7% | -21.7% | -63.4% |
| 3Y | -16.5% | -79.8% | +63.3% | -45.2% |
| 5Y | -1.0% | -85.9% | +84.9% | -33.8% |
| 10Y | +91.2% | -99.5% | +190.8% | -44.3% |
| All | +586.4% | -100.0% | +686.4% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling