+94.8%
AUR vs SPXS
-79.6%
+174.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | -0.6% |
| 7D | +1.4% | +2.5% | -1.1% | +3.7% |
| 30D | -6.4% | +4.2% | -10.6% | -2.2% |
| 3M | +7.7% | -9.3% | +17.0% | +2.2% |
| 6M | +44.5% | -30.7% | +75.2% | +14.3% |
| YTD | +67.4% | -28.1% | +95.5% | +39.5% |
| 1Y | +15.4% | -35.1% | +50.5% | -9.4% |
| 3Y | +94.8% | -79.6% | +174.4% | -24.3% |
| All | +94.8% | -79.6% | +174.5% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling