-99.5%
SPXS vs ARMK
+134.7%
-234.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +0.6% |
| 7D | +1.2% | +0.3% | +0.9% | +1.5% |
| 30D | +5.2% | +2.4% | +2.8% | +7.2% |
| 3M | -9.2% | +6.1% | -15.2% | -4.8% |
| 6M | -29.6% | +41.8% | -71.3% | -6.8% |
| YTD | -27.6% | +55.5% | -83.2% | +3.6% |
| 1Y | -36.7% | +49.6% | -86.3% | -11.6% |
| 3Y | -79.8% | +122.8% | -202.6% | -57.0% |
| 5Y | -85.9% | +151.0% | -236.9% | -60.3% |
| 10Y | -99.5% | +137.9% | -237.5% | -98.5% |
| All | -99.5% | +134.7% | -234.3% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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