-100.0%
SPXS vs BR
+2,118.9%
-2,218.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.0% |
| 7D | +1.2% | -5.0% | +6.3% | -5.7% |
| 30D | +5.2% | -2.5% | +7.6% | +1.7% |
| 3M | -9.2% | +13.5% | -22.7% | +8.2% |
| 6M | -29.6% | -9.4% | -20.2% | -40.0% |
| YTD | -27.6% | -23.3% | -4.3% | -52.6% |
| 1Y | -36.7% | -31.6% | -5.1% | -65.3% |
| 3Y | -79.8% | -5.1% | -74.8% | -79.1% |
| 5Y | -85.9% | +8.2% | -94.0% | -76.3% |
| 10Y | -99.5% | +189.8% | -289.4% | -93.8% |
| All | -100.0% | +2,118.9% | -2,218.9% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling