+134.9%
AS vs SPXS
-71.9%
+206.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.1% |
| 7D | +6.9% | +7.5% | -0.6% | +11.3% |
| 30D | +16.0% | +17.5% | -1.5% | +26.5% |
| 3M | -12.8% | +14.7% | -27.5% | -5.7% |
| 6M | -15.4% | -0.1% | -15.3% | -13.7% |
| YTD | -15.7% | -19.7% | +4.0% | -21.3% |
| 1Y | +6.1% | -23.6% | +29.7% | -2.8% |
| All | +134.9% | -71.9% | +206.8% | +45.4% |
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 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