+13.7%
COMP vs SPXS
-26.0%
+39.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -6.5% |
| 7D | +7.2% | +0.4% | +6.8% | +9.3% |
| 30D | +6.4% | +10.8% | -4.4% | +17.9% |
| 3M | -19.4% | +9.6% | -29.1% | -10.5% |
| 6M | +14.6% | -4.7% | +19.3% | +16.0% |
| YTD | -5.5% | -24.6% | +19.1% | -18.3% |
| 1Y | +13.7% | -24.6% | +38.2% | -1.2% |
| All | +13.7% | -26.0% | +39.7% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling