+395.2%
COR vs SPXS
-99.6%
+494.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.3% |
| 7D | -2.8% | +2.5% | -5.3% | -2.3% |
| 30D | +2.6% | +4.2% | -1.6% | +3.4% |
| 3M | +14.5% | -9.3% | +23.8% | +12.3% |
| 6M | -7.8% | -30.7% | +22.9% | -14.2% |
| YTD | -4.2% | -28.1% | +23.8% | -9.9% |
| 1Y | +7.0% | -35.1% | +42.1% | -1.2% |
| 3Y | +85.5% | -79.6% | +165.1% | +36.8% |
| 5Y | +181.2% | -86.3% | +267.5% | +106.5% |
| All | +395.2% | -99.6% | +494.7% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling