-100.0%
SPXS vs BB
-84.0%
-16.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.1% | -5.6% | +5.6% | -2.1% |
| 30D | +0.8% | -11.8% | +12.6% | -3.2% |
| 3M | -4.7% | -25.5% | +20.8% | -11.9% |
| 6M | -29.6% | +121.3% | -150.9% | -0.2% |
| YTD | -29.8% | +103.2% | -133.0% | -3.1% |
| 1Y | -38.9% | +102.6% | -141.6% | -14.5% |
| 3Y | -79.6% | +37.5% | -117.1% | -70.7% |
| 5Y | -85.9% | -30.4% | -55.5% | -80.3% |
| 10Y | -99.5% | 0.0% | -99.5% | -98.7% |
| All | -100.0% | -84.0% | -16.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling