+144.8%
IBM vs SPXS
-99.5%
+244.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.1% |
| 7D | -0.3% | -9.5% | +9.2% | -2.9% |
| 30D | +6.8% | +7.4% | -0.6% | +9.4% |
| 3M | +4.4% | +6.1% | -1.7% | +6.9% |
| 6M | +13.2% | -7.3% | +20.5% | +12.4% |
| YTD | -15.1% | -26.7% | +11.6% | -20.0% |
| 1Y | -20.2% | -26.2% | +6.0% | -24.4% |
| 3Y | +79.3% | -80.3% | +159.6% | +27.4% |
| 5Y | +147.5% | -83.4% | +230.9% | +88.0% |
| All | +144.8% | -99.5% | +244.3% | -18.9% |
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