-86.2%
SPXS vs BR
+8.0%
-94.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.7% |
| 7D | +2.5% | -3.0% | +5.5% | -0.7% |
| 30D | +4.2% | -0.3% | +4.5% | +4.1% |
| 3M | -9.3% | +17.3% | -26.6% | +8.4% |
| 6M | -30.7% | -6.7% | -24.0% | -37.6% |
| YTD | -28.1% | -23.4% | -4.6% | -51.2% |
| 1Y | -35.1% | -32.7% | -2.4% | -63.5% |
| 3Y | -79.6% | -5.9% | -73.7% | -78.3% |
| All | -86.2% | +8.0% | -94.2% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling