+381.6%
COMP vs SPXS
-79.2%
+460.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.6% | +10.3% |
| 7D | +13.4% | +7.5% | +6.0% | +19.4% |
| 30D | +11.1% | +17.5% | -6.4% | +23.2% |
| 3M | -18.8% | +14.7% | -33.5% | -10.4% |
| 6M | +10.5% | -0.1% | +10.6% | +15.4% |
| YTD | -3.4% | -19.7% | +16.3% | -6.8% |
| 1Y | +19.7% | -23.6% | +43.3% | +13.3% |
| 3Y | +381.6% | -79.2% | +460.8% | +66.9% |
| All | +381.6% | -79.2% | +460.8% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling