+64.7%
D vs SPXS
-80.8%
+145.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.3% |
| 7D | +1.5% | -0.1% | +1.5% | +1.5% |
| 30D | -2.6% | +0.8% | -3.4% | -2.5% |
| 3M | 0.0% | -4.7% | +4.7% | -0.1% |
| 6M | +7.4% | -29.6% | +37.0% | +4.8% |
| YTD | +15.9% | -29.8% | +45.7% | +13.2% |
| 1Y | +18.1% | -38.9% | +57.1% | +13.9% |
| All | +64.7% | -80.8% | +145.5% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling