-84.0%
SPXS vs ARMK
+106.1%
-190.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -4.7% |
| 7D | +1.5% | +2.8% | -1.3% | +5.0% |
| 30D | +6.3% | -1.8% | +8.1% | +5.6% |
| 3M | +4.2% | -10.9% | +15.1% | -5.7% |
| 6M | -7.9% | +21.2% | -29.1% | +14.3% |
| YTD | -27.5% | +47.0% | -74.5% | +12.8% |
| 1Y | -27.0% | +42.9% | -69.9% | +10.3% |
| 3Y | -80.5% | +95.0% | -175.5% | -51.3% |
| 5Y | -84.0% | +106.2% | -190.2% | -38.6% |
| All | -84.0% | +106.1% | -190.1% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling