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  • FLEX vs SPXS✓SelectedUSD · SPXSFLEX vs SPXS performance historyLatest closeAs of-1.43%09/09
Stock and ETF performance explorer

FLEX vs SPXS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,086.7%
SPXS return
-99.5%
Excess return
+1,186.2%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSPXSExcessAlpha
1D-1.4%+1.4%-2.9%-0.7%
7D+6.4%+1.2%+5.1%+7.0%
30D-5.9%+5.2%-11.0%-3.3%
3M-23.5%-9.2%-14.3%-25.2%
6M+83.7%-29.6%+113.3%+63.6%
YTD+86.5%-27.6%+114.1%+70.1%
1Y+100.5%-36.7%+137.2%+74.9%
3Y+469.8%-79.8%+549.7%+247.6%
5Y+725.7%-85.9%+811.5%+431.7%
10Y+1,086.7%-99.5%+1,186.3%+204.7%
All+1,086.7%-99.5%+1,186.2%+204.7%

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