+112.0%
IBM vs SPXS
-85.9%
+197.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -0.8% |
| 7D | +0.3% | -1.5% | +1.8% | 0.0% |
| 30D | -1.5% | +3.7% | -5.2% | -0.6% |
| 3M | -16.8% | -9.6% | -7.2% | -18.3% |
| 6M | -9.0% | -32.4% | +23.4% | -15.4% |
| YTD | -20.1% | -28.7% | +8.6% | -24.4% |
| 1Y | -7.0% | -38.1% | +31.1% | -14.1% |
| 3Y | +72.4% | -80.1% | +152.5% | +36.2% |
| 5Y | +112.0% | -85.9% | +197.9% | +65.5% |
| All | +112.0% | -85.9% | +197.9% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling