-45.6%
IT vs SPXS
-85.4%
+39.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +1.2% |
| 7D | -12.7% | +6.4% | -19.1% | -10.8% |
| 30D | -8.9% | +6.0% | -14.9% | -6.9% |
| 3M | +10.1% | -11.6% | +21.8% | +6.0% |
| 6M | +7.3% | -28.7% | +36.0% | -3.7% |
| YTD | -32.4% | -26.3% | -6.1% | -37.9% |
| 1Y | -26.6% | -34.9% | +8.3% | -35.1% |
| 3Y | -51.8% | -79.5% | +27.6% | -68.7% |
| 5Y | -45.6% | -85.9% | +40.3% | -61.7% |
| All | -45.6% | -85.4% | +39.8% | -61.7% |
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 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