-100.0%
SPXS vs BUD
+201.1%
-301.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.5% |
| 7D | -0.1% | +0.3% | -0.4% | +0.3% |
| 30D | +0.8% | -5.7% | +6.5% | -4.9% |
| 3M | -4.7% | +3.1% | -7.8% | -1.8% |
| 6M | -29.6% | +7.9% | -37.5% | -22.7% |
| YTD | -29.8% | +27.3% | -57.1% | -8.5% |
| 1Y | -38.9% | +37.8% | -76.7% | -13.5% |
| 3Y | -79.6% | +49.8% | -129.5% | -66.3% |
| 5Y | -85.9% | +43.8% | -129.8% | -73.4% |
| 10Y | -99.5% | -22.6% | -76.9% | -99.3% |
| All | -100.0% | +201.1% | -301.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling