+288.6%
AZO vs SPXS
-99.6%
+388.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | -0.7% |
| 7D | -3.6% | +2.5% | -6.1% | -3.1% |
| 30D | -5.6% | +4.2% | -9.8% | -4.7% |
| 3M | -6.6% | -9.3% | +2.7% | -8.3% |
| 6M | -22.5% | -30.7% | +8.2% | -27.7% |
| YTD | -15.2% | -28.1% | +12.9% | -20.0% |
| 1Y | -33.9% | -35.1% | +1.1% | -38.9% |
| 3Y | +11.8% | -79.6% | +91.4% | -16.1% |
| 5Y | +85.5% | -86.3% | +171.8% | +40.1% |
| All | +288.6% | -99.6% | +388.1% | +64.5% |
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