-98.4%
SPXS vs BBIO
+136.7%
-235.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +2.5% | -3.2% | +5.7% | +1.8% |
| 30D | +4.2% | -13.6% | +17.8% | +0.9% |
| 3M | -9.3% | +7.2% | -16.6% | -7.4% |
| 6M | -30.7% | +1.5% | -32.2% | -29.5% |
| YTD | -28.1% | -5.3% | -22.8% | -27.4% |
| 1Y | -35.1% | +37.7% | -72.8% | -28.1% |
| 3Y | -79.6% | +153.9% | -233.5% | -71.7% |
| 5Y | -86.3% | +43.9% | -130.1% | -75.3% |
| All | -98.4% | +136.7% | -235.1% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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