-85.9%
SPXS vs BB
-29.9%
-56.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +0.7% |
| 7D | +6.4% | -2.1% | +8.5% | +5.5% |
| 30D | +6.0% | -16.0% | +22.0% | -0.9% |
| 3M | -11.6% | -14.5% | +2.9% | -14.7% |
| 6M | -28.7% | +118.6% | -147.3% | +8.4% |
| YTD | -26.3% | +98.9% | -125.2% | +8.0% |
| 1Y | -34.9% | +99.5% | -134.4% | -2.7% |
| 3Y | -79.5% | +65.4% | -144.8% | -66.9% |
| 5Y | -85.9% | -27.6% | -58.3% | -80.3% |
| All | -85.9% | -29.9% | -56.1% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling