+672.3%
AU vs SPXS
-99.6%
+771.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.2% |
| 7D | -4.3% | +2.5% | -6.8% | -3.9% |
| 30D | +7.3% | +4.2% | +3.1% | +8.0% |
| 3M | +26.3% | -9.3% | +35.6% | +25.2% |
| 6M | +1.8% | -30.7% | +32.5% | -1.6% |
| YTD | +26.8% | -28.1% | +54.9% | +23.4% |
| 1Y | +66.7% | -35.1% | +101.7% | +61.0% |
| 3Y | +579.1% | -79.6% | +658.6% | +495.6% |
| 5Y | +689.3% | -86.3% | +775.6% | +584.9% |
| All | +672.3% | -99.6% | +771.8% | +499.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling