+80.4%
IBM vs SPXS
-80.6%
+161.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.2% |
| 7D | -0.3% | -9.5% | +9.2% | -2.7% |
| 30D | +6.8% | +7.4% | -0.6% | +9.3% |
| 3M | +4.4% | +6.1% | -1.7% | +6.8% |
| 6M | +13.2% | -7.3% | +20.5% | +12.5% |
| YTD | -15.1% | -26.7% | +11.6% | -19.8% |
| 1Y | -20.2% | -26.2% | +6.0% | -24.2% |
| All | +80.4% | -80.6% | +161.0% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling