-99.5%
SPXS vs AMBA
-5.3%
-94.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +2.1% |
| 7D | -1.5% | -6.4% | +4.9% | -4.8% |
| 30D | +3.7% | -26.8% | +30.5% | -10.9% |
| 3M | -9.6% | -7.6% | -2.0% | -9.0% |
| 6M | -32.4% | +21.2% | -53.6% | -18.2% |
| YTD | -28.7% | -10.4% | -18.3% | -24.7% |
| 1Y | -38.1% | -24.4% | -13.7% | -38.0% |
| 3Y | -80.1% | +6.0% | -86.1% | -68.8% |
| 5Y | -85.9% | -53.9% | -32.0% | -78.3% |
| 10Y | -99.5% | -6.2% | -93.4% | -98.0% |
| All | -99.5% | -5.3% | -94.3% | -98.0% |
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