+143.7%
AR vs SPXS
-85.7%
+229.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.6% |
| 7D | -1.2% | +1.2% | -2.4% | -0.8% |
| 30D | +5.5% | +5.2% | +0.4% | +7.3% |
| 3M | +12.9% | -9.2% | +22.0% | +9.4% |
| 6M | +0.1% | -29.6% | +29.7% | -10.9% |
| YTD | +13.5% | -27.6% | +41.2% | +2.4% |
| 1Y | +21.6% | -36.7% | +58.3% | +5.4% |
| 3Y | +46.0% | -79.8% | +125.8% | -6.5% |
| 5Y | +143.7% | -85.9% | +229.6% | +67.3% |
| All | +143.7% | -85.7% | +229.5% | +67.3% |
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 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