+107.7%
COST vs SPXS
-86.0%
+193.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -0.3% |
| 7D | -1.2% | +2.5% | -3.7% | -0.6% |
| 30D | -4.7% | +4.2% | -8.9% | -3.7% |
| 3M | -7.1% | -9.3% | +2.2% | -9.1% |
| 6M | -8.5% | -30.7% | +22.2% | -15.9% |
| YTD | +5.4% | -28.1% | +33.4% | -1.9% |
| 1Y | -5.6% | -35.1% | +29.4% | -14.2% |
| 3Y | +68.5% | -79.6% | +148.1% | +18.9% |
| All | +107.7% | -86.0% | +193.7% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling