-24.2%
AR vs SPXS
-99.9%
+75.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.2% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +14.8% | +0.8% | +14.0% | +15.1% |
| 3M | +6.2% | -4.7% | +10.9% | +4.6% |
| 6M | +4.3% | -29.6% | +33.9% | -8.0% |
| YTD | +14.4% | -29.8% | +44.2% | +1.0% |
| 1Y | +21.3% | -38.9% | +60.3% | +2.8% |
| 3Y | +39.8% | -79.6% | +119.4% | -11.7% |
| 5Y | +142.1% | -85.9% | +228.0% | +58.9% |
| 10Y | +52.0% | -99.5% | +151.6% | -56.7% |
| All | -24.2% | -99.9% | +75.6% | -82.4% |
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