+318.4%
D vs SPXS
-100.0%
+418.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -1.8% |
| 7D | +0.8% | -1.5% | +2.3% | +0.7% |
| 30D | +10.7% | +9.6% | +1.1% | +12.8% |
| 3M | +2.3% | +8.5% | -6.2% | +4.1% |
| 6M | +12.5% | -5.8% | +18.2% | +11.9% |
| YTD | +20.1% | -25.4% | +45.5% | +15.1% |
| 1Y | +15.6% | -28.8% | +44.4% | +9.9% |
| 3Y | +75.2% | -80.9% | +156.1% | +35.1% |
| 5Y | +14.6% | -83.1% | +97.7% | -6.9% |
| 10Y | +43.8% | -99.5% | +143.2% | -29.3% |
| All | +318.4% | -100.0% | +418.4% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling