+98.2%
DD vs SPXS
-99.5%
+197.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.1% |
| 7D | +5.0% | -7.5% | +12.5% | +2.1% |
| 30D | +19.7% | +5.3% | +14.4% | +23.0% |
| 3M | +7.2% | +9.7% | -2.5% | +12.2% |
| 6M | +1.0% | -4.6% | +5.6% | +1.3% |
| YTD | +29.1% | -25.8% | +54.9% | +19.7% |
| 1Y | +28.5% | -28.8% | +57.3% | +17.6% |
| 3Y | +89.4% | -80.2% | +169.6% | +20.1% |
| 5Y | +67.1% | -83.2% | +150.4% | +18.9% |
| All | +98.2% | -99.5% | +197.7% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling