+47.9%
IR vs SPXS
-83.1%
+131.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.4% |
| 3M | -0.9% | +9.6% | -10.5% | +3.9% |
| 6M | +13.4% | -4.7% | +18.1% | +13.7% |
| YTD | +8.5% | -24.6% | +33.0% | +0.9% |
| 1Y | +11.3% | -24.6% | +35.8% | +4.0% |
| 3Y | +26.0% | -79.8% | +105.8% | -19.6% |
| 5Y | +47.9% | -83.3% | +131.2% | +4.3% |
| All | +47.9% | -83.1% | +131.0% | +4.3% |
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