+153.7%
ALL vs SPXS
-80.2%
+233.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.2% |
| 7D | -1.7% | -1.5% | -0.2% | -1.8% |
| 30D | -4.7% | +3.7% | -8.3% | -4.4% |
| 3M | +18.4% | -9.6% | +28.0% | +17.4% |
| 6M | +20.5% | -32.4% | +52.9% | +15.6% |
| YTD | +23.5% | -28.7% | +52.2% | +19.5% |
| 1Y | +29.0% | -38.1% | +67.1% | +22.4% |
| 3Y | +153.7% | -80.1% | +233.8% | +110.9% |
| All | +153.7% | -80.2% | +233.9% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling