+523.6%
DD vs SPXS
-100.0%
+623.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.9% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -10.3% | +0.8% | -11.1% | -9.9% |
| 3M | -7.5% | -4.7% | -2.8% | -8.5% |
| 6M | -8.0% | -29.6% | +21.6% | -19.0% |
| YTD | +10.5% | -29.8% | +40.3% | -2.2% |
| 1Y | +38.3% | -38.9% | +77.2% | +16.5% |
| 3Y | +42.5% | -79.6% | +122.1% | -15.0% |
| 5Y | +60.2% | -85.9% | +146.1% | -1.3% |
| 10Y | +68.9% | -99.5% | +168.4% | -65.5% |
| All | +523.6% | -100.0% | +623.6% | -78.7% |
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