+336.0%
IR vs SPXS
-99.3%
+435.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -2.4% |
| 7D | +1.1% | +1.5% | -0.4% | +2.2% |
| 30D | +7.6% | +6.3% | +1.3% | +11.0% |
| 3M | +0.1% | +4.2% | -4.1% | +2.8% |
| 6M | +14.0% | -7.9% | +21.9% | +12.8% |
| YTD | +7.5% | -27.5% | +35.0% | -1.2% |
| 1Y | +10.1% | -27.0% | +37.2% | +2.0% |
| 3Y | +24.9% | -80.5% | +105.4% | -20.7% |
| 5Y | +46.9% | -84.0% | +130.8% | +3.9% |
| All | +336.0% | -99.3% | +435.3% | +45.7% |
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