+364.8%
ALL vs SPXS
-99.5%
+464.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.4% |
| 7D | -2.2% | +1.2% | -3.5% | -1.9% |
| 30D | -5.6% | +5.2% | -10.8% | -4.4% |
| 3M | +17.2% | -9.2% | +26.4% | +14.7% |
| 6M | +23.2% | -29.6% | +52.8% | +13.7% |
| YTD | +23.6% | -27.6% | +51.2% | +14.9% |
| 1Y | +29.2% | -36.7% | +65.9% | +16.4% |
| 3Y | +153.8% | -79.8% | +233.7% | +80.0% |
| 5Y | +116.1% | -85.9% | +202.0% | +55.0% |
| 10Y | +364.8% | -99.5% | +464.4% | +74.8% |
| All | +364.8% | -99.5% | +464.3% | +74.8% |
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