+30.9%
A vs SPXS
-79.5%
+110.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -1.0% |
| 7D | -4.4% | +1.2% | -5.6% | -4.0% |
| 30D | -2.7% | +5.2% | -7.8% | -1.0% |
| 3M | +7.0% | -9.2% | +16.2% | +4.4% |
| 6M | +24.6% | -29.6% | +54.2% | +13.0% |
| YTD | +7.0% | -27.6% | +34.6% | -1.5% |
| 1Y | +15.6% | -36.7% | +52.3% | +2.5% |
| All | +30.9% | -79.5% | +110.4% | -9.9% |
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