-84.9%
SPXS vs BAM
+78.0%
-162.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.9% |
| 7D | -0.1% | -2.0% | +1.9% | -1.8% |
| 30D | +0.8% | -2.9% | +3.7% | -1.6% |
| 3M | -4.7% | +9.4% | -14.1% | +5.3% |
| 6M | -29.6% | +10.8% | -40.4% | -19.5% |
| YTD | -29.8% | -0.4% | -29.4% | -26.6% |
| 1Y | -38.9% | -10.9% | -28.1% | -41.7% |
| 3Y | -79.6% | +61.3% | -140.9% | -60.1% |
| All | -84.9% | +78.0% | -162.9% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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