+114.8%
ALL vs SPXS
-85.9%
+200.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.1% |
| 7D | -1.7% | -1.5% | -0.2% | -1.9% |
| 30D | -4.7% | +3.7% | -8.3% | -4.1% |
| 3M | +18.4% | -9.6% | +28.0% | +16.7% |
| 6M | +20.5% | -32.4% | +52.9% | +13.5% |
| YTD | +23.5% | -28.7% | +52.2% | +17.5% |
| 1Y | +29.0% | -38.1% | +67.1% | +19.9% |
| 3Y | +153.7% | -80.1% | +233.8% | +98.9% |
| 5Y | +114.8% | -85.9% | +200.7% | +66.0% |
| All | +114.8% | -85.9% | +200.7% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling