+26.0%
IR vs SPXS
-80.4%
+106.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -0.7% |
| 7D | +1.5% | +0.4% | +1.1% | +2.2% |
| 30D | +9.0% | +10.8% | -1.8% | +14.6% |
| 3M | -0.9% | +9.6% | -10.5% | +4.1% |
| 6M | +13.4% | -4.7% | +18.1% | +13.6% |
| YTD | +8.5% | -24.6% | +33.0% | +0.3% |
| 1Y | +11.3% | -24.6% | +35.8% | +3.4% |
| 3Y | +26.0% | -79.8% | +105.8% | -15.7% |
| All | +26.0% | -80.4% | +106.4% | -15.7% |
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 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