+2,953.5%
CI vs SPXS
-100.0%
+3,053.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -1.4% |
| 7D | -1.7% | -9.5% | +7.7% | -4.7% |
| 30D | +4.9% | +7.4% | -2.5% | +7.7% |
| 3M | +7.4% | +6.1% | +1.3% | +10.1% |
| 6M | +0.4% | -7.3% | +7.7% | -1.3% |
| YTD | +9.5% | -26.7% | +36.2% | +0.6% |
| 1Y | +12.0% | -26.2% | +38.1% | +3.4% |
| 3Y | +7.1% | -80.3% | +87.4% | -33.2% |
| 5Y | +49.3% | -83.4% | +132.8% | +0.3% |
| 10Y | +146.6% | -99.5% | +246.1% | -36.6% |
| All | +2,953.5% | -100.0% | +3,053.5% | +30.8% |
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