-37.1%
DOW vs SPXS
-86.0%
+48.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -2.7% |
| 7D | -1.4% | +2.5% | -3.9% | -0.7% |
| 30D | -3.9% | +4.2% | -8.1% | -2.8% |
| 3M | -12.7% | -9.3% | -3.4% | -15.0% |
| 6M | -13.7% | -30.7% | +17.0% | -22.5% |
| YTD | +28.4% | -28.1% | +56.4% | +17.3% |
| 1Y | +21.8% | -35.1% | +56.8% | +8.8% |
| 3Y | -35.7% | -79.6% | +43.9% | -55.3% |
| All | -37.1% | -86.0% | +48.8% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling