-99.9%
SPXS vs AMBA
+772.6%
-872.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -7.0% | +1.7% |
| 7D | +7.5% | -7.2% | +14.7% | +4.8% |
| 30D | +17.5% | -10.4% | +27.9% | +13.6% |
| 3M | +14.7% | -30.1% | +44.8% | +0.7% |
| 6M | -0.1% | -22.4% | +22.3% | -2.8% |
| YTD | -19.7% | -17.3% | -2.4% | -16.9% |
| 1Y | -23.6% | -35.4% | +11.8% | -27.9% |
| 3Y | -79.2% | +18.6% | -97.8% | -67.4% |
| 5Y | -81.7% | -69.8% | -11.9% | -77.0% |
| 10Y | -99.5% | +1.1% | -100.6% | -98.5% |
| All | -99.9% | +772.6% | -872.5% | -99.5% |
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