-86.2%
SPXS vs BG
+81.8%
-168.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -3.2% |
| 7D | +2.5% | +3.1% | -0.6% | +3.9% |
| 30D | +4.2% | +10.2% | -6.0% | +8.9% |
| 3M | -9.3% | -1.7% | -7.6% | -10.1% |
| 6M | -30.7% | +1.0% | -31.7% | -30.3% |
| YTD | -28.1% | +39.9% | -68.0% | -13.5% |
| 1Y | -35.1% | +53.2% | -88.3% | -17.4% |
| 3Y | -79.6% | +16.3% | -95.8% | -76.7% |
| All | -86.2% | +81.8% | -168.0% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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