-100.0%
SPXS vs BG
+391.9%
-491.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +2.6% |
| 7D | +6.4% | +3.7% | +2.7% | +9.6% |
| 30D | +6.0% | +12.3% | -6.4% | +16.5% |
| 3M | -11.6% | -2.2% | -9.4% | -13.5% |
| 6M | -28.7% | +5.3% | -34.0% | -25.8% |
| YTD | -26.3% | +42.4% | -68.7% | -0.2% |
| 1Y | -34.9% | +55.2% | -90.1% | -4.7% |
| 3Y | -79.5% | +21.0% | -100.4% | -74.3% |
| 5Y | -85.9% | +87.1% | -173.1% | -69.6% |
| 10Y | -99.5% | +169.8% | -269.4% | -97.7% |
| All | -100.0% | +391.9% | -491.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling