+85.2%
AZO vs SPXS
-86.0%
+171.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | -0.5% |
| 7D | -3.6% | +2.5% | -6.1% | -3.2% |
| 30D | -5.6% | +4.2% | -9.8% | -4.9% |
| 3M | -6.6% | -9.3% | +2.7% | -7.9% |
| 6M | -22.5% | -30.7% | +8.2% | -26.4% |
| YTD | -15.2% | -28.1% | +12.9% | -18.8% |
| 1Y | -33.9% | -35.1% | +1.1% | -37.7% |
| 3Y | +11.8% | -79.6% | +91.4% | -10.9% |
| All | +85.2% | -86.0% | +171.2% | +53.2% |
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