+222.7%
B vs SPXS
-99.5%
+322.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -2.2% |
| 7D | -2.7% | +1.5% | -4.1% | -2.3% |
| 30D | -4.3% | +6.3% | -10.7% | -3.1% |
| 3M | -2.3% | +4.2% | -6.5% | -1.2% |
| 6M | -16.2% | -7.9% | -8.3% | -16.2% |
| YTD | -8.8% | -27.5% | +18.7% | -11.0% |
| 1Y | +11.4% | -27.0% | +38.4% | +9.0% |
| 3Y | +174.3% | -80.5% | +254.8% | +138.3% |
| 5Y | +116.2% | -84.0% | +200.1% | +90.4% |
| 10Y | +222.7% | -99.5% | +322.3% | +133.2% |
| All | +222.7% | -99.5% | +322.3% | +133.2% |
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 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