-99.9%
SPXS vs AMBA
+837.3%
-937.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.0% |
| 7D | -0.1% | -11.0% | +10.9% | -4.8% |
| 30D | +0.8% | -23.2% | +24.0% | -9.4% |
| 3M | -4.7% | -12.7% | +8.0% | -5.6% |
| 6M | -29.6% | +11.2% | -40.8% | -20.1% |
| YTD | -29.8% | -11.2% | -18.6% | -26.4% |
| 1Y | -38.9% | -22.5% | -16.4% | -37.6% |
| 3Y | -79.6% | -1.3% | -78.3% | -70.8% |
| 5Y | -85.9% | -54.2% | -31.8% | -79.2% |
| 10Y | -99.5% | -6.1% | -93.4% | -98.6% |
| All | -99.9% | +837.3% | -937.2% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling