+198.7%
B vs SPXS
-80.2%
+278.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.0% |
| 7D | +2.3% | -1.5% | +3.9% | +2.0% |
| 30D | +1.4% | +3.7% | -2.3% | +2.5% |
| 3M | +12.2% | -9.6% | +21.8% | +10.1% |
| 6M | -2.1% | -32.4% | +30.3% | -9.2% |
| YTD | +2.9% | -28.7% | +31.6% | -3.0% |
| 1Y | +55.3% | -38.1% | +93.4% | +43.4% |
| 3Y | +198.7% | -80.1% | +278.8% | +136.7% |
| All | +198.7% | -80.2% | +278.9% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling