-99.5%
SPXS vs BUD
-2.1%
-97.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +2.3% |
| 7D | -7.5% | +1.0% | -8.5% | -6.7% |
| 30D | +5.3% | +6.7% | -1.3% | +11.1% |
| 3M | +9.7% | +5.7% | +4.0% | +15.0% |
| 6M | -4.6% | +5.8% | -10.4% | 0.0% |
| YTD | -25.8% | +34.4% | -60.2% | -1.9% |
| 1Y | -28.8% | +33.3% | -62.1% | -6.5% |
| 3Y | -80.2% | +48.8% | -129.0% | -69.5% |
| 5Y | -83.2% | +52.5% | -135.7% | -68.5% |
| All | -99.5% | -2.1% | -97.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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