-23.6%
SPXS vs BRKR
+53.7%
-77.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | +0.7% |
| 7D | +7.5% | +7.4% | +0.1% | +10.0% |
| 30D | +17.5% | +2.7% | +14.8% | +19.4% |
| 3M | +14.7% | +19.7% | -5.0% | +21.2% |
| 6M | -0.1% | +45.2% | -45.3% | +19.5% |
| YTD | -19.7% | +30.6% | -50.3% | -2.1% |
| 1Y | -23.6% | +56.6% | -80.2% | +2.7% |
| All | -23.6% | +53.7% | -77.3% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling