-99.5%
SPXS vs AMBA
+4.3%
-103.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +0.1% |
| 7D | +0.4% | -2.6% | +3.1% | +0.1% |
| 30D | +10.8% | -10.5% | +21.3% | +6.5% |
| 3M | +9.6% | -26.4% | +36.1% | -3.4% |
| 6M | -4.7% | -20.9% | +16.2% | -7.3% |
| YTD | -24.6% | -14.8% | -9.8% | -20.6% |
| 1Y | -24.6% | -36.1% | +11.5% | -30.8% |
| 3Y | -79.8% | +20.2% | -100.0% | -65.5% |
| 5Y | -83.3% | -67.2% | -16.1% | -78.4% |
| 10Y | -99.5% | +5.0% | -104.4% | -97.6% |
| All | -99.5% | +4.3% | -103.8% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling