+142.3%
CI vs SPXS
-99.5%
+241.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.5% |
| 7D | -1.3% | +6.4% | -7.7% | +0.3% |
| 30D | +3.1% | +6.0% | -2.8% | +4.8% |
| 3M | -4.5% | -11.6% | +7.1% | -7.3% |
| 6M | +8.3% | -28.7% | +37.0% | -0.3% |
| YTD | +3.8% | -26.3% | +30.1% | -3.2% |
| 1Y | -5.0% | -34.9% | +29.9% | -13.8% |
| 3Y | +5.8% | -79.5% | +85.2% | -27.5% |
| 5Y | +50.6% | -85.9% | +136.5% | +3.7% |
| All | +142.3% | -99.5% | +241.8% | -30.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling