-10.8%
DOW vs SPXS
-98.6%
+87.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -2.6% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +0.4% | +0.8% | -0.4% | +0.6% |
| 3M | -14.4% | -4.7% | -9.7% | -15.8% |
| 6M | -7.0% | -29.6% | +22.7% | -18.4% |
| YTD | +30.2% | -29.8% | +60.0% | +14.7% |
| 1Y | +29.2% | -38.9% | +68.1% | +9.2% |
| 3Y | -36.7% | -79.6% | +42.9% | -60.5% |
| 5Y | -37.7% | -85.9% | +48.2% | -60.5% |
| All | -10.8% | -98.6% | +87.8% | -69.2% |
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