-2.9%
IBM vs SPXS
-36.2%
+33.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +3.2% |
| 7D | +3.6% | +2.5% | +1.1% | +4.4% |
| 30D | +3.1% | +4.2% | -1.1% | +4.5% |
| 3M | -10.8% | -9.3% | -1.5% | -13.2% |
| 6M | -0.8% | -30.7% | +29.9% | -10.5% |
| YTD | -16.2% | -28.1% | +11.9% | -22.0% |
| 1Y | -2.9% | -35.1% | +32.2% | -8.9% |
| All | -2.9% | -36.2% | +33.3% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling