+303.7%
D vs SPXS
-100.0%
+403.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -3.6% | +0.8% | -4.4% | -3.4% |
| 3M | -1.0% | -4.7% | +3.7% | -1.6% |
| 6M | +6.3% | -29.6% | +35.9% | +0.4% |
| YTD | +14.7% | -29.8% | +44.5% | +8.4% |
| 1Y | +16.9% | -38.9% | +55.9% | +8.0% |
| 3Y | +56.8% | -79.6% | +136.4% | +22.8% |
| 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 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