-99.5%
SPXS vs BB
+1.6%
-101.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -1.8% |
| 7D | +2.5% | -0.4% | +2.9% | +2.4% |
| 30D | +4.2% | -12.5% | +16.7% | -0.2% |
| 3M | -9.3% | -17.4% | +8.1% | -13.2% |
| 6M | -30.7% | +119.1% | -149.8% | -2.1% |
| YTD | -28.1% | +102.4% | -130.4% | -0.8% |
| 1Y | -35.1% | +98.2% | -133.3% | -9.8% |
| 3Y | -79.6% | +46.9% | -126.5% | -70.2% |
| 5Y | -86.3% | -26.4% | -59.9% | -80.2% |
| All | -99.5% | +1.6% | -101.1% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling