-83.2%
SPXS vs SBAC
-39.6%
-43.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +2.1% |
| 7D | -7.5% | +0.6% | -8.1% | -7.2% |
| 30D | +5.3% | +5.5% | -0.1% | +8.4% |
| 3M | +9.7% | +3.1% | +6.6% | +12.1% |
| 6M | -4.6% | -7.0% | +2.5% | -8.2% |
| YTD | -25.8% | +0.5% | -26.3% | -24.7% |
| 1Y | -28.8% | +0.2% | -29.0% | -27.9% |
| 3Y | -80.2% | -7.4% | -72.8% | -80.3% |
| All | -83.2% | -39.6% | -43.6% | -87.5% |
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