+1,527.0%
ICE vs SPXS
-100.0%
+1,627.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.6% |
| 7D | -0.7% | -0.1% | -0.6% | -0.6% |
| 30D | +7.6% | +0.8% | +6.8% | +8.0% |
| 3M | +13.9% | -4.7% | +18.7% | +12.7% |
| 6M | -2.4% | -29.6% | +27.3% | -11.9% |
| YTD | +0.3% | -29.8% | +30.1% | -9.2% |
| 1Y | -6.4% | -38.9% | +32.5% | -18.6% |
| 3Y | +43.1% | -79.6% | +122.7% | -6.6% |
| 5Y | +42.1% | -85.9% | +128.0% | -5.7% |
| 10Y | +220.9% | -99.5% | +320.5% | -14.8% |
| All | +1,527.0% | -100.0% | +1,627.0% | -28.4% |
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 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