-85.9%
SPXS vs BUD
+45.2%
-131.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.1% |
| 7D | -1.5% | +0.8% | -2.3% | -0.9% |
| 30D | +3.7% | -4.8% | +8.5% | +0.1% |
| 3M | -9.6% | +1.4% | -10.9% | -8.4% |
| 6M | -32.4% | +9.9% | -42.3% | -26.0% |
| YTD | -28.7% | +26.3% | -55.0% | -12.4% |
| 1Y | -38.1% | +36.1% | -74.2% | -19.0% |
| 3Y | -80.1% | +48.6% | -128.7% | -69.5% |
| 5Y | -85.9% | +45.0% | -130.9% | -74.0% |
| All | -85.9% | +45.2% | -131.1% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling