+2,795.7%
CI vs SPXS
-100.0%
+2,895.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -0.9% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +4.4% | +0.8% | +3.6% | +4.8% |
| 3M | +0.7% | -4.7% | +5.4% | -0.6% |
| 6M | +0.3% | -29.6% | +30.0% | -9.6% |
| YTD | +3.8% | -29.8% | +33.6% | -6.3% |
| 1Y | -5.5% | -38.9% | +33.4% | -18.0% |
| 3Y | +8.1% | -79.6% | +87.7% | -31.5% |
| 5Y | +42.8% | -85.9% | +128.7% | -9.6% |
| 10Y | +143.9% | -99.5% | +243.4% | -38.2% |
| All | +2,795.7% | -100.0% | +2,895.7% | +21.7% |
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