-94.6%
SPXS vs JAAA
+29.4%
-124.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.9% |
| 30D | +4.2% | +0.5% | +3.7% | +6.8% |
| 3M | -9.3% | +1.3% | -10.6% | -3.8% |
| 6M | -30.7% | +2.8% | -33.5% | -21.2% |
| YTD | -28.1% | +3.3% | -31.3% | -16.5% |
| 1Y | -35.1% | +4.9% | -40.0% | -19.2% |
| 3Y | -79.6% | +19.0% | -98.5% | -67.1% |
| 5Y | -86.3% | +26.9% | -113.2% | -74.7% |
| All | -94.6% | +29.4% | -124.0% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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