+48.4%
D vs SPXS
-99.5%
+147.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -1.1% |
| 7D | -2.4% | +1.5% | -3.9% | -2.0% |
| 30D | +9.0% | +6.3% | +2.7% | +10.4% |
| 3M | +1.0% | +4.2% | -3.3% | +2.0% |
| 6M | +11.0% | -7.9% | +18.9% | +10.0% |
| YTD | +19.8% | -27.5% | +47.3% | +14.2% |
| 1Y | +16.0% | -27.0% | +43.0% | +10.8% |
| 3Y | +74.4% | -80.5% | +154.9% | +33.6% |
| 5Y | +13.5% | -84.0% | +97.5% | -9.2% |
| 10Y | +48.4% | -99.5% | +147.9% | -32.3% |
| All | +48.4% | -99.5% | +147.9% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling