+22.3%
DIS vs SPXS
-99.5%
+121.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.4% |
| 7D | -3.5% | +1.2% | -4.8% | -3.1% |
| 30D | +1.0% | +5.2% | -4.2% | +2.8% |
| 3M | +5.7% | -9.2% | +14.8% | +2.9% |
| 6M | +3.3% | -29.6% | +32.9% | -6.8% |
| YTD | -7.7% | -27.6% | +19.9% | -15.5% |
| 1Y | -10.0% | -36.7% | +26.8% | -20.7% |
| 3Y | +31.7% | -79.8% | +111.5% | -13.3% |
| 5Y | -42.2% | -85.9% | +43.7% | -60.3% |
| 10Y | +22.3% | -99.5% | +121.9% | -57.5% |
| All | +22.3% | -99.5% | +121.9% | -57.5% |
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 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