-10.4%
DOW vs SPXS
-98.6%
+88.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +1.0% |
| 7D | -2.9% | -1.5% | -1.4% | -3.5% |
| 30D | +2.0% | +3.7% | -1.7% | +3.3% |
| 3M | -12.5% | -9.6% | -2.9% | -15.7% |
| 6M | -9.2% | -32.4% | +23.2% | -21.6% |
| YTD | +30.8% | -28.7% | +59.4% | +15.9% |
| 1Y | +29.4% | -38.1% | +67.5% | +10.0% |
| 3Y | -34.6% | -80.1% | +45.6% | -59.6% |
| 5Y | -35.9% | -85.9% | +50.0% | -59.4% |
| All | -10.4% | -98.6% | +88.2% | -68.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling