+117.0%
AA vs SPXS
-99.6%
+216.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -1.3% |
| 7D | -3.4% | +2.5% | -5.9% | -2.1% |
| 30D | -5.8% | +4.2% | -10.0% | -3.5% |
| 3M | -29.9% | -9.3% | -20.6% | -32.7% |
| 6M | -27.0% | -30.7% | +3.7% | -37.8% |
| YTD | -8.7% | -28.1% | +19.3% | -19.9% |
| 1Y | +50.6% | -35.1% | +85.7% | +27.9% |
| 3Y | +74.1% | -79.6% | +153.6% | -1.4% |
| 5Y | +2.6% | -86.3% | +88.9% | -38.6% |
| All | +117.0% | -99.6% | +216.5% | -58.8% |
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