-85.9%
SPXS vs SBAC
-44.9%
-40.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +0.9% |
| 7D | +1.2% | +0.2% | +1.1% | +1.4% |
| 30D | +5.2% | +3.9% | +1.3% | +7.4% |
| 3M | -9.2% | -8.2% | -1.0% | -13.5% |
| 6M | -29.6% | -2.8% | -26.8% | -30.3% |
| YTD | -27.6% | -1.5% | -26.1% | -27.7% |
| 1Y | -36.7% | 0.0% | -36.8% | -36.0% |
| 3Y | -79.8% | -8.4% | -71.4% | -79.9% |
| 5Y | -85.9% | -43.5% | -42.3% | -89.8% |
| All | -85.9% | -44.9% | -40.9% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling