-80.2%
SPXS vs BAH
-26.8%
-53.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -7.5% | +1.7% | -9.2% | -7.2% |
| 30D | +5.3% | +20.8% | -15.5% | +8.9% |
| 3M | +9.7% | +11.6% | -1.9% | +11.9% |
| 6M | -4.6% | +23.1% | -27.7% | -0.7% |
| YTD | -25.8% | +5.3% | -31.0% | -24.7% |
| 1Y | -28.8% | +6.1% | -34.9% | -27.4% |
| 3Y | -80.2% | -27.5% | -52.7% | -80.7% |
| All | -80.2% | -26.8% | -53.3% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling