+143.8%
IBM vs SPXS
-99.6%
+243.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +3.3% |
| 7D | +3.6% | +2.5% | +1.1% | +4.3% |
| 30D | +3.1% | +4.2% | -1.1% | +4.4% |
| 3M | -10.8% | -9.3% | -1.5% | -13.0% |
| 6M | -0.8% | -30.7% | +29.9% | -9.1% |
| YTD | -16.2% | -28.1% | +11.9% | -21.9% |
| 1Y | -2.9% | -35.1% | +32.2% | -11.4% |
| 3Y | +79.8% | -79.6% | +159.4% | +29.0% |
| 5Y | +124.9% | -86.3% | +211.2% | +60.5% |
| All | +143.8% | -99.6% | +243.4% | -16.2% |
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