+649.0%
COP vs SPXS
-100.0%
+748.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +2.0% |
| 7D | +4.4% | -7.5% | +11.9% | +1.6% |
| 30D | 0.0% | +5.3% | -5.4% | +2.0% |
| 3M | +15.0% | +9.7% | +5.3% | +19.1% |
| 6M | +22.0% | -4.6% | +26.6% | +20.2% |
| YTD | +55.3% | -25.8% | +81.1% | +40.1% |
| 1Y | +64.1% | -28.8% | +92.9% | +46.0% |
| 3Y | +34.1% | -80.2% | +114.2% | -18.5% |
| 5Y | +133.4% | -83.2% | +216.6% | +54.7% |
| 10Y | +338.6% | -99.5% | +438.1% | +16.6% |
| All | +649.0% | -100.0% | +748.9% | -49.0% |
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 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