-99.5%
SPXS vs BAH
+207.1%
-306.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -3.0% | +5.1% |
| 7D | +6.4% | +2.4% | +3.9% | +8.1% |
| 30D | +6.0% | -2.9% | +8.9% | +4.0% |
| 3M | -11.6% | -1.3% | -10.3% | -12.5% |
| 6M | -28.7% | -0.9% | -27.8% | -29.1% |
| YTD | -26.3% | -8.2% | -18.0% | -29.9% |
| 1Y | -34.9% | -24.0% | -10.9% | -46.6% |
| 3Y | -79.5% | -28.1% | -51.4% | -81.9% |
| 5Y | -85.9% | +2.5% | -88.4% | -79.4% |
| All | -99.5% | +207.1% | -306.6% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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