-99.5%
SPXS vs SBAC
+114.8%
-214.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +2.5% |
| 7D | -7.5% | +0.6% | -8.1% | -7.1% |
| 30D | +5.3% | +5.5% | -0.1% | +9.9% |
| 3M | +9.7% | +3.1% | +6.6% | +13.1% |
| 6M | -4.6% | -7.0% | +2.5% | -10.0% |
| YTD | -25.8% | +0.5% | -26.3% | -24.8% |
| 1Y | -28.8% | +0.2% | -29.0% | -28.0% |
| 3Y | -80.2% | -7.4% | -72.8% | -80.8% |
| 5Y | -83.2% | -39.7% | -43.5% | -87.6% |
| All | -99.5% | +114.8% | -214.3% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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