+37.3%
IR vs SPXS
-85.7%
+123.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -1.5% |
| 7D | -1.9% | +1.2% | -3.1% | -1.4% |
| 30D | -15.0% | +5.2% | -20.2% | -13.2% |
| 3M | -0.4% | -9.2% | +8.7% | -3.2% |
| 6M | -15.0% | -29.6% | +14.5% | -24.3% |
| YTD | -7.1% | -27.6% | +20.6% | -15.8% |
| 1Y | -7.5% | -36.7% | +29.2% | -19.8% |
| 3Y | +6.3% | -79.8% | +86.1% | -32.4% |
| 5Y | +37.3% | -85.9% | +123.2% | -9.6% |
| All | +37.3% | -85.7% | +123.0% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling