+41.6%
AA vs SPXS
-99.5%
+141.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.1% |
| 7D | +0.5% | -7.5% | +8.0% | -3.1% |
| 30D | -0.6% | +5.3% | -5.9% | +3.5% |
| 3M | -19.7% | +9.7% | -29.4% | -14.1% |
| 6M | -41.6% | -4.6% | -37.0% | -40.8% |
| YTD | -24.6% | -25.8% | +1.1% | -31.7% |
| 1Y | +4.9% | -28.8% | +33.6% | -6.2% |
| 3Y | +66.8% | -80.2% | +147.0% | -6.6% |
| 5Y | -19.4% | -83.2% | +63.8% | -46.1% |
| All | +41.6% | -99.5% | +141.1% | -73.9% |
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 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