+238.4%
A vs SPXS
-99.5%
+337.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -0.5% |
| 7D | -4.6% | +6.4% | -11.0% | -2.5% |
| 30D | -4.3% | +6.0% | -10.2% | -2.2% |
| 3M | +8.9% | -11.6% | +20.6% | +5.1% |
| 6M | +24.5% | -28.7% | +53.2% | +13.0% |
| YTD | +5.8% | -26.3% | +32.1% | -2.3% |
| 1Y | +16.2% | -34.9% | +51.2% | +3.7% |
| 3Y | +28.5% | -79.5% | +107.9% | -13.8% |
| 5Y | -16.3% | -85.9% | +69.6% | -42.1% |
| All | +238.4% | -99.5% | +337.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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