-100.0%
SPXS vs BUD
+217.8%
-317.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +2.5% |
| 7D | -7.5% | +1.0% | -8.5% | -6.6% |
| 30D | +5.3% | +6.7% | -1.3% | +12.0% |
| 3M | +9.7% | +5.7% | +4.0% | +15.7% |
| 6M | -4.6% | +5.8% | -10.4% | +0.5% |
| YTD | -25.8% | +34.4% | -60.2% | +1.8% |
| 1Y | -28.8% | +33.3% | -62.1% | -3.1% |
| 3Y | -80.2% | +48.8% | -129.0% | -68.1% |
| 5Y | -83.2% | +52.5% | -135.7% | -66.7% |
| 10Y | -99.5% | -4.0% | -95.5% | -99.1% |
| All | -100.0% | +217.8% | -317.8% | -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