+12.2%
DIS vs SPXS
-26.2%
+38.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.9% |
| 7D | +1.9% | -7.5% | +9.4% | +0.6% |
| 30D | +9.2% | +5.3% | +3.8% | +10.5% |
| 3M | +13.5% | +9.7% | +3.8% | +16.1% |
| 6M | +14.3% | -4.6% | +18.8% | +13.9% |
| YTD | +5.4% | -25.8% | +31.1% | -1.0% |
| 1Y | +12.2% | -28.8% | +40.9% | +5.1% |
| All | +12.2% | -26.2% | +38.3% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling