-29.9%
COMP vs SPXS
-86.0%
+56.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +1.5% |
| 7D | +1.4% | -0.1% | +1.4% | +1.5% |
| 30D | -13.3% | +0.8% | -14.2% | -12.4% |
| 3M | +41.1% | -4.7% | +45.8% | +39.7% |
| 6M | +17.2% | -29.6% | +46.8% | -2.7% |
| YTD | +5.2% | -29.8% | +35.0% | -11.8% |
| 1Y | +18.9% | -38.9% | +57.9% | -8.9% |
| 3Y | +215.9% | -79.6% | +295.5% | +28.4% |
| All | -29.9% | -86.0% | +56.1% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling