+501.6%
CVX vs SPXS
-100.0%
+601.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +1.1% |
| 7D | -0.6% | -1.5% | +1.0% | -1.1% |
| 30D | +13.4% | +3.7% | +9.8% | +14.7% |
| 3M | +11.8% | -9.6% | +21.4% | +8.4% |
| 6M | +12.4% | -32.4% | +44.8% | -0.6% |
| YTD | +41.5% | -28.7% | +70.2% | +27.6% |
| 1Y | +41.6% | -38.1% | +79.7% | +22.5% |
| 3Y | +42.2% | -80.1% | +122.4% | -8.3% |
| 5Y | +166.0% | -85.9% | +251.9% | +72.9% |
| 10Y | +207.2% | -99.5% | +306.7% | -9.9% |
| All | +501.6% | -100.0% | +601.6% | -49.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling