+2,957.3%
AZO vs SPXS
-100.0%
+3,057.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.6% |
| 7D | -2.9% | +6.4% | -9.3% | -1.7% |
| 30D | -5.3% | +6.0% | -11.3% | -4.2% |
| 3M | -7.3% | -11.6% | +4.3% | -9.4% |
| 6M | -22.7% | -28.7% | +6.0% | -27.1% |
| YTD | -15.0% | -26.3% | +11.2% | -19.2% |
| 1Y | -32.2% | -34.9% | +2.7% | -37.0% |
| 3Y | +10.0% | -79.5% | +89.5% | -15.3% |
| 5Y | +85.8% | -85.9% | +171.8% | +44.3% |
| 10Y | +298.9% | -99.5% | +398.4% | +90.5% |
| All | +2,957.3% | -100.0% | +3,057.3% | +622.4% |
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 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