+162.8%
C vs SPXS
-100.0%
+262.8%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.0% | +9.5% | -1.5% |
| 7D | -0.9% | -1.5% | +0.6% | -1.0% |
| 30D | -5.4% | +9.6% | -15.0% | +0.7% |
| 3M | -9.2% | +8.5% | -17.6% | -3.5% |
| 6M | -1.8% | -5.8% | +3.9% | -2.2% |
| YTD | +6.7% | -25.4% | +32.1% | -4.4% |
| 1Y | +23.5% | -28.8% | +52.3% | +8.5% |
| 3Y | +219.8% | -80.9% | +300.7% | +55.9% |
| 5Y | +112.4% | -83.1% | +195.5% | +20.6% |
| 10Y | +220.1% | -99.5% | +319.6% | -64.3% |
| All | +162.8% | -100.0% | +262.8% | -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