-80.5%
SPXS vs ARMK
+120.0%
-200.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +0.6% |
| 7D | -0.1% | -2.4% | +2.3% | -1.8% |
| 30D | +0.8% | 0.0% | +0.8% | +0.9% |
| 3M | -4.7% | +6.7% | -11.4% | +0.5% |
| 6M | -29.6% | +38.8% | -68.4% | -6.6% |
| YTD | -29.8% | +55.2% | -85.0% | +3.1% |
| 1Y | -38.9% | +46.6% | -85.5% | -14.2% |
| All | -80.5% | +120.0% | -200.5% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling