+542.1%
DIS vs SPXS
-100.0%
+642.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.3% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +3.5% | +0.8% | +2.7% | +3.9% |
| 3M | +6.8% | -4.7% | +11.5% | +5.6% |
| 6M | +3.0% | -29.6% | +32.6% | -7.4% |
| YTD | -6.7% | -29.8% | +23.1% | -15.9% |
| 1Y | -10.1% | -38.9% | +28.9% | -22.2% |
| 3Y | +33.0% | -79.6% | +112.7% | -13.5% |
| 5Y | -40.0% | -85.9% | +45.9% | -59.4% |
| 10Y | +21.1% | -99.5% | +120.6% | -64.6% |
| All | +542.1% | -100.0% | +642.1% | -55.3% |
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