+492.3%
CMCSA vs SPXS
-100.0%
+592.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.8% |
| 7D | +3.2% | -7.5% | +10.7% | +0.8% |
| 30D | +19.5% | +5.3% | +14.2% | +21.7% |
| 3M | -2.4% | +9.7% | -12.1% | +0.8% |
| 6M | +3.8% | -4.6% | +8.4% | +3.4% |
| YTD | -5.4% | -25.8% | +20.4% | -12.3% |
| 1Y | +1.1% | -28.8% | +29.9% | -7.3% |
| 3Y | -27.1% | -80.2% | +53.0% | -51.9% |
| 5Y | -40.3% | -83.2% | +42.9% | -57.2% |
| 10Y | +6.0% | -99.5% | +105.5% | -67.3% |
| All | +492.3% | -100.0% | +592.3% | -55.3% |
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