+15.6%
D vs SPXS
-27.1%
+42.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.8% |
| 7D | -3.1% | -9.5% | +6.4% | -2.8% |
| 30D | +8.4% | +7.4% | +1.0% | +8.0% |
| 3M | +0.2% | +6.1% | -5.9% | -0.1% |
| 6M | +9.5% | -7.3% | +16.7% | +9.7% |
| YTD | +18.8% | -26.7% | +45.5% | +18.6% |
| All | +15.6% | -27.1% | +42.8% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling