+81.0%
F vs SPXS
-99.5%
+180.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | -2.0% |
| 7D | -0.6% | -1.5% | +0.9% | -0.8% |
| 30D | +2.9% | +9.6% | -6.8% | +7.1% |
| 3M | -9.5% | +8.5% | -17.9% | -5.8% |
| 6M | +4.0% | -5.8% | +9.8% | +3.7% |
| YTD | -1.3% | -25.4% | +24.1% | -8.5% |
| 1Y | -1.9% | -28.8% | +26.9% | -10.3% |
| 3Y | +53.5% | -80.9% | +134.4% | -6.3% |
| 5Y | -15.1% | -83.1% | +68.0% | -39.7% |
| 10Y | +81.0% | -99.5% | +180.5% | -51.2% |
| All | +81.0% | -99.5% | +180.5% | -51.2% |
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