+756.0%
AZN vs SPXS
-100.0%
+856.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -0.2% |
| 7D | -1.6% | +2.5% | -4.1% | -1.0% |
| 30D | +1.1% | +4.2% | -3.1% | +2.0% |
| 3M | -12.1% | -9.3% | -2.8% | -13.8% |
| 6M | -17.1% | -30.7% | +13.6% | -22.6% |
| YTD | -12.0% | -28.1% | +16.1% | -16.8% |
| 1Y | -0.2% | -35.1% | +34.8% | -7.3% |
| 3Y | +26.8% | -79.6% | +106.4% | -2.7% |
| 5Y | +56.9% | -86.3% | +143.2% | +19.9% |
| 10Y | +226.7% | -99.5% | +326.3% | +40.8% |
| All | +756.0% | -100.0% | +856.0% | +62.8% |
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