+211.9%
B vs SPXS
-99.5%
+311.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.3% |
| 7D | +1.0% | +1.2% | -0.2% | +1.3% |
| 30D | +9.5% | +5.2% | +4.3% | +10.4% |
| 3M | +14.3% | -9.2% | +23.5% | +13.4% |
| 6M | -1.9% | -29.6% | +27.7% | -5.3% |
| YTD | +4.1% | -27.6% | +31.7% | +1.1% |
| 1Y | +56.1% | -36.7% | +92.8% | +49.8% |
| 3Y | +202.0% | -79.8% | +281.8% | +162.3% |
| 5Y | +158.8% | -85.9% | +244.7% | +124.2% |
| 10Y | +211.9% | -99.5% | +311.4% | +109.9% |
| All | +211.9% | -99.5% | +311.4% | +109.9% |
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