-100.0%
SPXS vs BB
-83.6%
-16.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +2.4% |
| 7D | -1.5% | +0.5% | -2.1% | -1.4% |
| 30D | +3.7% | -12.4% | +16.0% | -0.8% |
| 3M | -9.6% | -15.3% | +5.7% | -12.7% |
| 6M | -32.4% | +128.8% | -161.2% | -3.0% |
| YTD | -28.7% | +107.7% | -136.3% | -0.7% |
| 1Y | -38.1% | +103.9% | -142.0% | -13.1% |
| 3Y | -80.1% | +72.6% | -152.7% | -69.0% |
| 5Y | -85.9% | -24.3% | -61.7% | -79.7% |
| 10Y | -99.5% | +3.1% | -102.7% | -98.6% |
| All | -100.0% | -83.6% | -16.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling