+314.7%
A vs SPXS
-99.5%
+414.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +1.0% |
| 7D | -0.5% | -7.5% | +7.1% | -2.9% |
| 30D | 0.0% | +5.3% | -5.4% | +2.5% |
| 3M | +16.7% | +9.7% | +7.0% | +21.7% |
| 6M | +54.8% | -4.6% | +59.4% | +55.2% |
| YTD | +28.8% | -25.8% | +54.6% | +20.3% |
| 1Y | +19.3% | -28.8% | +48.1% | +10.3% |
| 3Y | +65.5% | -80.2% | +145.7% | +10.2% |
| 5Y | +12.1% | -83.2% | +95.3% | -17.4% |
| All | +314.7% | -99.5% | +414.2% | +24.8% |
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