+163.4%
C vs SPXS
-100.0%
+263.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.9% |
| 7D | -0.4% | +0.4% | -0.8% | +0.7% |
| 30D | -5.2% | +10.8% | -16.0% | +1.5% |
| 3M | -9.1% | +9.6% | -18.7% | -2.8% |
| 6M | -1.6% | -4.7% | +3.1% | -1.4% |
| YTD | +6.9% | -24.6% | +31.5% | -3.6% |
| 1Y | +23.0% | -24.6% | +47.5% | +11.5% |
| 3Y | +216.1% | -79.8% | +295.9% | +59.3% |
| 5Y | +112.2% | -83.3% | +195.6% | +19.5% |
| 10Y | +208.8% | -99.5% | +308.3% | -65.2% |
| All | +163.4% | -100.0% | +263.4% | -98.6% |
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