+303.7%
D vs SPXS
-100.0%
+403.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.2% |
| 7D | +1.5% | -0.1% | +1.5% | +1.5% |
| 30D | -2.6% | +0.8% | -3.4% | -2.4% |
| 3M | 0.0% | -4.7% | +4.7% | -0.6% |
| 6M | +7.4% | -29.6% | +37.0% | +1.4% |
| YTD | +15.9% | -29.8% | +45.7% | +9.5% |
| 1Y | +18.1% | -38.9% | +57.1% | +9.1% |
| 3Y | +58.4% | -79.6% | +138.0% | +24.1% |
| 5Y | +5.2% | -85.9% | +91.1% | -17.5% |
| 10Y | +35.9% | -99.5% | +135.4% | -34.0% |
| All | +303.7% | -100.0% | +403.7% | -4.1% |
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 2026-09-04: 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 2026-09-04 analysis · Full analysis span regression · 6 months rolling