-34.9%
DOW vs SPXS
-79.5%
+44.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.2% |
| 7D | -6.0% | +1.2% | -7.3% | -5.7% |
| 30D | -2.7% | +5.2% | -7.9% | -1.3% |
| 3M | -10.5% | -9.2% | -1.3% | -13.0% |
| 6M | -12.4% | -29.6% | +17.2% | -21.9% |
| YTD | +30.0% | -27.6% | +57.7% | +18.0% |
| 1Y | +27.8% | -36.7% | +64.5% | +11.5% |
| All | -34.9% | -79.5% | +44.6% | -58.0% |
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