+189.7%
B vs SPXS
-100.0%
+289.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +9.4% | +0.8% | +8.6% | +9.7% |
| 3M | +5.0% | -4.7% | +9.7% | +4.9% |
| 6M | -3.5% | -29.6% | +26.1% | -7.3% |
| YTD | +4.5% | -29.8% | +34.3% | +0.6% |
| 1Y | +67.8% | -38.9% | +106.7% | +59.1% |
| 3Y | +196.7% | -79.6% | +276.3% | +150.1% |
| 5Y | +151.9% | -85.9% | +237.8% | +112.6% |
| 10Y | +202.2% | -99.5% | +301.7% | +72.8% |
| All | +189.7% | -100.0% | +289.7% | -25.9% |
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 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