+3,230.4%
COR vs SPXS
-100.0%
+3,330.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -1.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +4.5% | +0.8% | +3.7% | +4.7% |
| 3M | +22.7% | -4.7% | +27.4% | +21.6% |
| 6M | -9.7% | -29.6% | +19.9% | -15.8% |
| YTD | -1.4% | -29.8% | +28.4% | -7.9% |
| 1Y | +13.9% | -38.9% | +52.9% | +3.6% |
| 3Y | +94.0% | -79.6% | +173.6% | +43.8% |
| 5Y | +184.0% | -85.9% | +269.9% | +111.1% |
| 10Y | +406.8% | -99.5% | +506.3% | +114.1% |
| All | +3,230.4% | -100.0% | +3,330.4% | +534.3% |
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