-1.5%
AS vs SPXS
-26.2%
+24.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.3% |
| 7D | -4.9% | -7.5% | +2.7% | -7.9% |
| 30D | +3.9% | +5.3% | -1.4% | +7.1% |
| 3M | -9.6% | +9.7% | -19.3% | -4.4% |
| 6M | -8.7% | -4.6% | -4.1% | -8.8% |
| YTD | -19.8% | -25.8% | +5.9% | -30.2% |
| 1Y | -1.5% | -28.8% | +27.2% | -14.6% |
| All | -1.5% | -26.2% | +24.6% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling