+484.8%
IBM vs SPXS
-100.0%
+584.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.4% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | +0.8% | -0.5% | +0.6% |
| 3M | -21.6% | -4.7% | -16.9% | -22.2% |
| 6M | -4.7% | -29.6% | +24.9% | -12.2% |
| YTD | -19.1% | -29.8% | +10.7% | -25.0% |
| 1Y | -2.5% | -38.9% | +36.4% | -12.4% |
| 3Y | +74.2% | -79.6% | +153.8% | +25.6% |
| 5Y | +113.1% | -85.9% | +199.1% | +54.0% |
| 10Y | +133.5% | -99.5% | +233.1% | -12.1% |
| All | +484.8% | -100.0% | +584.8% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling