+73.0%
IBM vs SPXS
-79.1%
+152.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.3% | -2.0% |
| 7D | -0.3% | +6.4% | -6.7% | +1.3% |
| 30D | -1.8% | +6.0% | -7.8% | -0.3% |
| 3M | -13.5% | -11.6% | -1.8% | -16.0% |
| 6M | -5.1% | -28.7% | +23.6% | -11.9% |
| YTD | -19.4% | -26.3% | +6.9% | -24.0% |
| 1Y | -6.5% | -34.9% | +28.4% | -14.0% |
| All | +73.0% | -79.1% | +152.1% | +33.0% |
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