+4,770.1%
DELL vs SPXS
-99.5%
+4,869.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +2.6% |
| 7D | +25.6% | -1.5% | +27.2% | +25.0% |
| 30D | +17.7% | +3.7% | +14.0% | +19.9% |
| 3M | +33.4% | -9.6% | +43.0% | +30.2% |
| 6M | +266.2% | -32.4% | +298.6% | +223.1% |
| YTD | +328.0% | -28.7% | +356.7% | +290.1% |
| 1Y | +339.6% | -38.1% | +377.7% | +283.6% |
| 3Y | +694.6% | -80.1% | +774.7% | +427.6% |
| 5Y | +1,122.0% | -85.9% | +1,207.9% | +750.0% |
| 10Y | +4,062.5% | -99.5% | +4,162.0% | +1,247.8% |
| All | +4,770.1% | -99.5% | +4,869.6% | +1,475.0% |
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 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