+55.2%
HYG vs SPXS
-99.6%
+154.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.3% |
| 7D | -0.7% | +2.5% | -3.2% | -0.4% |
| 30D | -0.7% | +4.2% | -4.9% | -0.2% |
| 3M | -0.2% | -9.3% | +9.1% | -1.2% |
| 6M | +1.4% | -30.7% | +32.1% | -2.4% |
| YTD | +1.5% | -28.1% | +29.5% | -1.8% |
| 1Y | +2.9% | -35.1% | +38.0% | -1.4% |
| 3Y | +25.6% | -79.6% | +105.2% | +7.5% |
| 5Y | +18.6% | -86.3% | +104.8% | +1.2% |
| All | +55.2% | -99.6% | +154.8% | -5.4% |
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