+611.8%
DIS vs SPXS
-100.0%
+711.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.7% |
| 7D | +5.2% | +7.5% | -2.3% | +8.3% |
| 30D | +11.5% | +17.5% | -6.0% | +18.3% |
| 3M | +11.5% | +14.7% | -3.1% | +17.6% |
| 6M | +8.9% | -0.1% | +9.0% | +10.1% |
| YTD | +3.4% | -19.7% | +23.2% | -1.8% |
| 1Y | +7.2% | -23.6% | +30.8% | +0.5% |
| 3Y | +43.3% | -79.2% | +122.5% | -6.3% |
| 5Y | -31.4% | -81.7% | +50.3% | -49.2% |
| 10Y | +37.1% | -99.5% | +136.6% | -59.7% |
| All | +611.8% | -100.0% | +711.8% | -47.8% |
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