+86.4%
F vs SPXS
-99.5%
+185.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.9% | -3.6% |
| 7D | +1.2% | -1.5% | +2.7% | +0.6% |
| 30D | +1.2% | +3.7% | -2.4% | +2.8% |
| 3M | -5.7% | -9.6% | +3.9% | -8.5% |
| 6M | +17.9% | -32.4% | +50.3% | +3.9% |
| YTD | +10.4% | -28.7% | +39.1% | -0.1% |
| 1Y | +25.3% | -38.1% | +63.4% | +8.4% |
| 3Y | +37.5% | -80.1% | +117.6% | -14.6% |
| 5Y | +46.5% | -85.9% | +132.4% | -2.5% |
| 10Y | +86.4% | -99.5% | +185.9% | -48.3% |
| All | +86.4% | -99.5% | +185.9% | -48.3% |
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 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