-99.5%
SPXS vs BR
+189.7%
-289.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.8% |
| 7D | +2.5% | -3.0% | +5.5% | -1.4% |
| 30D | +4.2% | -0.3% | +4.5% | +4.0% |
| 3M | -9.3% | +17.3% | -26.6% | +11.8% |
| 6M | -30.7% | -6.7% | -24.0% | -38.2% |
| YTD | -28.1% | -23.4% | -4.6% | -52.6% |
| 1Y | -35.1% | -32.7% | -2.4% | -64.8% |
| 3Y | -79.6% | -5.9% | -73.7% | -78.9% |
| 5Y | -86.3% | +8.4% | -94.7% | -76.4% |
| All | -99.5% | +189.7% | -289.2% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling