+29.2%
ALL vs SPXS
-26.2%
+55.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | +5.0% | -7.5% | +12.5% | +6.0% |
| 30D | +13.3% | +5.3% | +8.0% | +12.2% |
| 3M | +3.2% | +9.7% | -6.5% | +1.5% |
| 6M | +25.3% | -4.6% | +29.9% | +25.6% |
| YTD | +30.5% | -25.8% | +56.2% | +30.5% |
| 1Y | +29.2% | -28.8% | +58.0% | +29.3% |
| All | +29.2% | -26.2% | +55.4% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling