-49.3%
COMP vs SPXS
-89.5%
+40.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.6% | +10.2% |
| 7D | +13.4% | +7.5% | +6.0% | +20.8% |
| 30D | +11.1% | +17.5% | -6.4% | +26.4% |
| 3M | -18.8% | +14.7% | -33.5% | -8.3% |
| 6M | +10.5% | -0.1% | +10.6% | +16.0% |
| YTD | -3.4% | -19.7% | +16.3% | -8.7% |
| 1Y | +19.7% | -23.6% | +43.3% | +10.1% |
| 3Y | +381.6% | -79.2% | +460.8% | +102.4% |
| 5Y | -17.6% | -81.7% | +64.1% | -53.9% |
| All | -49.3% | -89.5% | +40.2% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling