+1,909.3%
ALL vs SPXS
-100.0%
+2,009.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +3.2% |
| 7D | -0.1% | +0.4% | -0.6% | +0.3% |
| 30D | +13.8% | +10.8% | +3.0% | +18.0% |
| 3M | -2.8% | +9.6% | -12.4% | +0.6% |
| 6M | +23.7% | -4.7% | +28.4% | +22.2% |
| YTD | +27.3% | -24.6% | +51.8% | +17.1% |
| 1Y | +30.5% | -24.6% | +55.1% | +20.3% |
| 3Y | +113.0% | -79.8% | +192.8% | +34.2% |
| 5Y | +157.6% | -83.3% | +240.9% | +73.6% |
| 10Y | +368.4% | -99.5% | +467.9% | +16.0% |
| All | +1,909.3% | -100.0% | +2,009.3% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling