+139.9%
CI vs SPXS
-99.6%
+239.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +1.2% |
| 7D | -1.1% | +1.2% | -2.4% | -0.8% |
| 30D | +0.5% | +5.2% | -4.7% | +1.9% |
| 3M | -5.2% | -9.2% | +4.0% | -7.3% |
| 6M | +4.3% | -29.6% | +33.9% | -4.2% |
| YTD | +2.8% | -27.6% | +30.4% | -4.6% |
| 1Y | -5.8% | -36.7% | +30.9% | -15.2% |
| 3Y | +4.7% | -79.8% | +84.6% | -28.5% |
| 5Y | +42.7% | -85.9% | +128.6% | -1.3% |
| All | +139.9% | -99.6% | +239.5% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling