+65.5%
A vs SPXS
-80.3%
+145.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +1.0% |
| 7D | -0.5% | -7.5% | +7.1% | -2.8% |
| 30D | 0.0% | +5.3% | -5.4% | +2.4% |
| 3M | +16.7% | +9.7% | +7.0% | +21.5% |
| 6M | +54.8% | -4.6% | +59.4% | +55.3% |
| YTD | +28.8% | -25.8% | +54.6% | +20.5% |
| 1Y | +19.3% | -28.8% | +48.1% | +10.4% |
| 3Y | +65.5% | -80.2% | +145.7% | +10.5% |
| All | +65.5% | -80.3% | +145.8% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling