-85.9%
SPXS vs BAH
-2.8%
-83.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.3% |
| 7D | -1.5% | -4.3% | +2.8% | -3.1% |
| 30D | +3.7% | -4.5% | +8.1% | +2.1% |
| 3M | -9.6% | -7.6% | -2.0% | -12.2% |
| 6M | -32.4% | -10.6% | -21.8% | -35.1% |
| YTD | -28.7% | -12.6% | -16.1% | -31.4% |
| 1Y | -38.1% | -27.0% | -11.1% | -45.2% |
| 3Y | -80.1% | -31.5% | -48.6% | -80.3% |
| 5Y | -85.9% | -3.8% | -82.1% | -79.1% |
| All | -85.9% | -2.8% | -83.1% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling