-29.8%
DASH vs SPXS
-83.7%
+53.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -2.6% |
| 7D | -4.1% | -9.5% | +5.4% | -9.4% |
| 30D | -10.6% | +7.4% | -18.0% | -5.4% |
| 3M | -18.8% | +6.1% | -24.9% | -14.2% |
| 6M | +11.2% | -7.3% | +18.5% | +10.1% |
| YTD | -23.8% | -26.7% | +2.9% | -32.8% |
| 1Y | -12.2% | -26.2% | +14.0% | -21.8% |
| 3Y | +97.3% | -80.3% | +177.6% | -10.8% |
| 5Y | -29.8% | -83.4% | +53.6% | -58.5% |
| All | -29.8% | -83.7% | +53.8% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling