+2,234.1%
F vs SPXS
-100.0%
+2,334.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +2.0% |
| 7D | +5.3% | -0.1% | +5.4% | +5.4% |
| 30D | +4.6% | +0.8% | +3.8% | +5.1% |
| 3M | -3.7% | -4.7% | +1.1% | -4.6% |
| 6M | +16.8% | -29.6% | +46.5% | +3.9% |
| YTD | +15.3% | -29.8% | +45.1% | +3.0% |
| 1Y | +31.0% | -38.9% | +69.9% | +11.6% |
| 3Y | +45.4% | -79.6% | +125.1% | -11.0% |
| 5Y | +54.7% | -85.9% | +140.6% | +0.8% |
| 10Y | +98.2% | -99.5% | +197.8% | -51.3% |
| All | +2,234.1% | -100.0% | +2,334.1% | +21.9% |
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 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