-72.7%
SPXS vs AHR
+356.1%
-428.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.8% |
| 7D | +2.5% | -2.1% | +4.6% | +1.6% |
| 30D | +4.2% | +1.9% | +2.3% | +5.1% |
| 3M | -9.3% | +15.7% | -25.0% | -2.5% |
| 6M | -30.7% | +2.5% | -33.2% | -29.8% |
| YTD | -28.1% | +15.0% | -43.1% | -22.1% |
| 1Y | -35.1% | +28.1% | -63.2% | -24.4% |
| All | -72.7% | +356.1% | -428.8% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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