-37.6%
SPXS vs ARMK
+50.6%
-88.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +2.2% |
| 7D | -1.5% | +1.7% | -3.2% | -0.8% |
| 30D | +3.7% | +3.1% | +0.6% | +5.1% |
| 3M | -9.6% | +9.2% | -18.8% | -5.5% |
| 6M | -32.4% | +43.7% | -76.1% | -16.8% |
| YTD | -28.7% | +57.4% | -86.0% | -8.8% |
| All | -37.6% | +50.6% | -88.3% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling