+112.4%
C vs SPXS
-82.9%
+195.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.0% | +9.5% | -0.1% |
| 7D | -0.9% | -1.5% | +0.6% | -0.9% |
| 30D | -5.4% | +9.6% | -15.0% | -1.3% |
| 3M | -9.2% | +8.5% | -17.6% | -5.3% |
| 6M | -1.8% | -5.8% | +3.9% | -1.8% |
| YTD | +6.7% | -25.4% | +32.1% | -0.3% |
| 1Y | +23.5% | -28.8% | +52.3% | +14.0% |
| 3Y | +219.8% | -80.9% | +300.7% | +112.2% |
| 5Y | +112.4% | -83.1% | +195.5% | +49.5% |
| All | +112.4% | -82.9% | +195.3% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling