+46.0%
F vs SPXS
-80.3%
+126.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.5% |
| 7D | -3.1% | -7.5% | +4.4% | -5.4% |
| 30D | 0.0% | +5.3% | -5.3% | +2.3% |
| 3M | -13.2% | +9.7% | -22.9% | -9.7% |
| 6M | -10.2% | -4.6% | -5.7% | -10.0% |
| YTD | -4.9% | -25.8% | +20.8% | -11.0% |
| 1Y | -6.1% | -28.8% | +22.7% | -13.0% |
| 3Y | +46.0% | -80.2% | +126.1% | -14.9% |
| All | +46.0% | -80.3% | +126.3% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling