+349.6%
BSX vs SPXU
-100.0%
+449.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | +0.4% |
| 7D | -7.0% | +1.3% | -8.3% | -6.7% |
| 30D | -10.9% | +5.1% | -16.0% | -9.4% |
| 3M | -8.2% | -9.1% | +1.0% | -10.5% |
| 6M | -37.5% | -29.6% | -7.9% | -43.4% |
| YTD | -52.8% | -27.7% | -25.2% | -56.9% |
| 1Y | -58.4% | -37.0% | -21.4% | -63.4% |
| 3Y | -16.5% | -80.2% | +63.6% | -45.3% |
| 5Y | -1.0% | -86.0% | +85.0% | -33.8% |
| 10Y | +91.2% | -99.5% | +190.8% | -44.5% |
| All | +349.6% | -100.0% | +449.6% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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