+131.6%
C vs SPXS
-85.9%
+217.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.1% |
| 7D | +3.2% | -1.5% | +4.7% | +2.6% |
| 30D | +1.3% | +3.7% | -2.4% | +2.8% |
| 3M | +3.1% | -9.6% | +12.7% | +0.3% |
| 6M | +29.6% | -32.4% | +62.0% | +14.7% |
| YTD | +19.0% | -28.7% | +47.6% | +8.3% |
| 1Y | +45.6% | -38.1% | +83.7% | +27.1% |
| 3Y | +269.3% | -80.1% | +349.4% | +146.7% |
| 5Y | +131.6% | -85.9% | +217.5% | +54.8% |
| All | +131.6% | -85.9% | +217.5% | +54.8% |
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