+10.5%
COMP vs SPXS
-2.5%
+13.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.6% | +10.2% |
| 7D | +13.4% | +7.5% | +6.0% | +20.4% |
| 30D | +11.1% | +17.5% | -6.4% | +25.7% |
| 3M | -18.8% | +14.7% | -33.5% | -8.8% |
| 6M | +10.5% | -0.1% | +10.6% | +11.0% |
| All | +10.5% | -2.5% | +13.0% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling