+362.0%
ALL vs SPXS
-99.5%
+461.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | -0.5% |
| 7D | -2.6% | +1.5% | -4.0% | -2.0% |
| 30D | +12.7% | +6.3% | +6.4% | +14.7% |
| 3M | +0.4% | +4.2% | -3.8% | +1.8% |
| 6M | +23.8% | -7.9% | +31.7% | +21.8% |
| YTD | +27.8% | -27.5% | +55.3% | +19.2% |
| 1Y | +28.9% | -27.0% | +55.9% | +20.6% |
| 3Y | +113.9% | -80.5% | +194.4% | +49.7% |
| 5Y | +157.4% | -84.0% | +241.3% | +91.7% |
| All | +362.0% | -99.5% | +461.5% | +73.1% |
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