-99.8%
SPXS vs ARMK
+350.8%
-450.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +0.6% |
| 7D | -0.1% | -2.4% | +2.3% | -1.9% |
| 30D | +0.8% | 0.0% | +0.8% | +1.0% |
| 3M | -4.7% | +6.7% | -11.4% | +0.4% |
| 6M | -29.6% | +38.8% | -68.4% | -7.8% |
| YTD | -29.8% | +55.2% | -85.0% | +1.0% |
| 1Y | -38.9% | +46.6% | -85.5% | -15.5% |
| 3Y | -79.6% | +112.9% | -192.5% | -57.4% |
| 5Y | -85.9% | +144.0% | -229.9% | -60.3% |
| 10Y | -99.5% | +132.4% | -231.9% | -98.3% |
| All | -99.8% | +350.8% | -450.7% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling