-49.1%
COMP vs SPXS
-90.5%
+41.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | -0.1% |
| 7D | +2.2% | +1.5% | +0.7% | +4.8% |
| 30D | +16.3% | +6.3% | +10.0% | +24.0% |
| 3M | -19.1% | +4.2% | -23.4% | -14.2% |
| 6M | +17.1% | -7.9% | +25.0% | +16.6% |
| YTD | -2.9% | -27.5% | +24.6% | -14.2% |
| 1Y | +8.8% | -27.0% | +35.8% | -2.9% |
| 3Y | +423.5% | -80.5% | +504.0% | +110.9% |
| 5Y | -10.5% | -84.0% | +73.5% | -53.6% |
| All | -49.1% | -90.5% | +41.5% | -75.2% |
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