+68.5%
COST vs SPXS
-79.6%
+148.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -0.1% |
| 7D | -1.2% | +2.5% | -3.7% | -0.8% |
| 30D | -4.7% | +4.2% | -8.9% | -4.1% |
| 3M | -7.1% | -9.3% | +2.2% | -8.4% |
| 6M | -8.5% | -30.7% | +22.2% | -13.8% |
| YTD | +5.4% | -28.1% | +33.4% | +0.3% |
| 1Y | -5.6% | -35.1% | +29.4% | -11.9% |
| 3Y | +68.5% | -79.6% | +148.1% | +26.2% |
| All | +68.5% | -79.6% | +148.1% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling