+43.3%
DIS vs SPXS
-79.2%
+122.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.6% |
| 7D | +5.2% | +7.5% | -2.3% | +7.6% |
| 30D | +11.5% | +17.5% | -6.0% | +16.8% |
| 3M | +11.5% | +14.7% | -3.1% | +16.3% |
| 6M | +8.9% | -0.1% | +9.0% | +9.7% |
| YTD | +3.4% | -19.7% | +23.2% | -1.1% |
| 1Y | +7.2% | -23.6% | +30.8% | +1.4% |
| 3Y | +43.3% | -79.2% | +122.5% | +17.4% |
| All | +43.3% | -79.2% | +122.5% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling