-81.7%
SPXS vs AMBA
-70.4%
-11.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -7.0% | +2.0% |
| 7D | +7.5% | -7.2% | +14.7% | +4.5% |
| 30D | +17.5% | -10.4% | +27.9% | +13.1% |
| 3M | +14.7% | -30.1% | +44.8% | -0.9% |
| 6M | -0.1% | -22.4% | +22.3% | -3.4% |
| YTD | -19.7% | -17.3% | -2.4% | -16.5% |
| 1Y | -23.6% | -35.4% | +11.8% | -29.1% |
| 3Y | -79.2% | +18.6% | -97.8% | -63.9% |
| All | -81.7% | -70.4% | -11.2% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling