+160.8%
EXC vs SPXS
-99.5%
+260.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.3% |
| 7D | +0.3% | +1.2% | -0.9% | +0.6% |
| 30D | -0.9% | +5.2% | -6.0% | +0.3% |
| 3M | -2.7% | -9.2% | +6.5% | -4.4% |
| 6M | -9.4% | -29.6% | +20.2% | -15.5% |
| YTD | +3.0% | -27.6% | +30.7% | -3.3% |
| 1Y | +5.1% | -36.7% | +41.9% | -4.0% |
| 3Y | +20.6% | -79.8% | +100.4% | -13.1% |
| 5Y | +45.7% | -85.9% | +131.6% | +5.9% |
| 10Y | +160.8% | -99.5% | +260.4% | -3.2% |
| All | +160.8% | -99.5% | +260.3% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling